+63.6%
RIG vs EXEL
+197.1%
-133.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | -8.2% | -0.3% | -7.9% | -8.1% |
| 30D | -0.2% | +10.1% | -10.3% | -2.7% |
| 3M | -2.7% | +10.1% | -12.8% | -5.7% |
| 6M | -7.5% | +37.7% | -45.1% | -16.3% |
| YTD | +38.3% | +33.1% | +5.2% | +26.1% |
| 1Y | +81.8% | +52.4% | +29.5% | +58.6% |
| 3Y | -30.2% | +163.8% | -194.0% | -52.0% |
| All | +63.6% | +197.1% | -133.5% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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