+65.3%
RIG vs ETR
+123.0%
-57.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | -4.2% | -1.9% | -2.3% | -3.5% |
| 30D | -0.7% | -0.2% | -0.5% | -0.7% |
| 3M | -4.0% | -3.7% | -0.3% | -2.7% |
| 6M | -6.3% | +2.1% | -8.4% | -8.1% |
| YTD | +39.7% | +16.5% | +23.2% | +29.9% |
| 1Y | +78.1% | +22.5% | +55.6% | +62.6% |
| 3Y | -29.5% | +144.7% | -174.1% | -50.8% |
| 5Y | +65.3% | +125.2% | -59.9% | +20.0% |
| All | +65.3% | +123.0% | -57.7% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling