-29.7%
RIG vs EXE
+17.8%
-47.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.1% |
| 7D | -8.2% | -2.7% | -5.5% | -6.6% |
| 30D | -0.2% | -0.4% | +0.2% | 0.0% |
| 3M | -2.7% | +9.5% | -12.2% | -8.3% |
| 6M | -7.5% | -9.3% | +1.9% | -2.1% |
| YTD | +38.3% | -10.9% | +49.2% | +46.6% |
| 1Y | +81.8% | +4.3% | +77.6% | +73.5% |
| All | -29.7% | +17.8% | -47.5% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling