+60.3%
RIG vs EXE
+191.4%
-131.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -1.9% |
| 7D | +0.9% | -0.3% | +1.1% | +1.1% |
| 30D | +13.8% | +8.5% | +5.4% | +7.0% |
| 3M | -6.4% | +5.5% | -11.9% | -10.5% |
| 6M | -8.2% | -5.9% | -2.3% | -4.4% |
| YTD | +41.6% | -9.7% | +51.4% | +50.5% |
| 1Y | +88.7% | +3.6% | +85.1% | +78.7% |
| 3Y | -30.9% | +18.0% | -48.9% | -43.0% |
| 5Y | +57.7% | +109.4% | -51.7% | -26.8% |
| All | +60.3% | +191.4% | -131.1% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling