-45.0%
RIG vs EXPD
+308.0%
-353.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.2% |
| 30D | +9.5% | +4.1% | +5.4% | +6.4% |
| 3M | -6.6% | +13.8% | -20.4% | -15.1% |
| 6M | -2.9% | +27.3% | -30.1% | -19.5% |
| YTD | +39.5% | +25.4% | +14.0% | +14.6% |
| 1Y | +82.3% | +54.4% | +27.9% | +26.5% |
| 3Y | -29.6% | +67.9% | -97.5% | -54.9% |
| 5Y | +63.2% | +59.2% | +4.0% | +3.6% |
| 10Y | -45.0% | +308.6% | -353.5% | -83.2% |
| All | -45.0% | +308.0% | -353.0% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling