-49.6%
RIG vs EXPD
+334.2%
-383.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -3.1% |
| 7D | -17.0% | -5.5% | -11.5% | -13.9% |
| 30D | -6.2% | -1.9% | -4.3% | -5.2% |
| 3M | -1.7% | +6.1% | -7.8% | -6.1% |
| 6M | -19.2% | +21.6% | -40.8% | -30.1% |
| YTD | +25.2% | +27.9% | -2.7% | +1.1% |
| 1Y | +29.9% | +39.4% | -9.5% | -1.9% |
| 3Y | -21.3% | +72.7% | -94.0% | -50.8% |
| 5Y | +40.5% | +60.3% | -19.8% | -10.8% |
| 10Y | -49.6% | +332.6% | -382.1% | -85.7% |
| All | -49.6% | +334.2% | -383.7% | -85.7% |
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 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