+63.6%
RIG vs EXE
+98.8%
-35.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.3% |
| 7D | -8.2% | -2.7% | -5.5% | -6.3% |
| 30D | -0.2% | -0.4% | +0.2% | 0.0% |
| 3M | -2.7% | +9.5% | -12.2% | -9.4% |
| 6M | -7.5% | -9.3% | +1.9% | -1.0% |
| YTD | +38.3% | -10.9% | +49.2% | +48.1% |
| 1Y | +81.8% | +4.3% | +77.6% | +71.7% |
| 3Y | -30.2% | +18.8% | -49.0% | -42.4% |
| All | +63.6% | +98.8% | -35.2% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling