+55.3%
RIG vs EXE
+182.2%
-126.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.1% |
| 7D | -3.1% | -3.1% | +0.1% | -0.7% |
| 30D | -0.5% | -0.9% | +0.4% | 0.0% |
| 3M | -6.0% | +9.6% | -15.5% | -12.7% |
| 6M | -10.1% | -11.6% | +1.5% | -1.7% |
| YTD | +37.3% | -12.6% | +49.8% | +49.4% |
| 1Y | +73.9% | +1.2% | +72.7% | +67.6% |
| 3Y | -30.2% | +18.0% | -48.2% | -42.6% |
| 5Y | +62.5% | +101.1% | -38.6% | -21.9% |
| All | +55.3% | +182.2% | -126.9% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling