+39.7%
RIG vs EXPD
+53.8%
-14.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.2% | -4.4% | -7.6% |
| 7D | -18.8% | +0.3% | -19.1% | -18.7% |
| 30D | -1.1% | +1.8% | -2.9% | -1.0% |
| 3M | +4.4% | +8.9% | -4.5% | +4.5% |
| 6M | -20.8% | +42.2% | -63.0% | -20.6% |
| YTD | +32.0% | +33.4% | -1.4% | +29.9% |
| 1Y | +39.7% | +47.2% | -7.4% | +29.7% |
| All | +39.7% | +53.8% | -14.0% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling