-85.5%
RIG vs EXEL
+273.2%
-358.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +0.9% | +8.4% | -7.5% | -0.3% |
| 30D | +13.8% | +4.1% | +9.7% | +13.0% |
| 3M | -6.4% | +12.4% | -18.8% | -8.3% |
| 6M | -8.2% | +41.5% | -49.7% | -13.4% |
| YTD | +41.6% | +34.6% | +7.0% | +34.5% |
| 1Y | +88.7% | +57.9% | +30.8% | +74.5% |
| 3Y | -30.9% | +159.5% | -190.3% | -41.6% |
| 5Y | +57.7% | +198.5% | -140.8% | +29.6% |
| 10Y | -39.3% | +411.4% | -450.6% | -55.2% |
| All | -85.5% | +273.2% | -358.7% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling