+81.8%
RIG vs EXPD
+56.9%
+25.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | -8.2% | +1.2% | -9.4% | -8.2% |
| 30D | -0.2% | +5.2% | -5.4% | -0.2% |
| 3M | -2.7% | +13.2% | -15.9% | -2.9% |
| 6M | -7.5% | +30.3% | -37.8% | -7.3% |
| YTD | +38.3% | +27.0% | +11.2% | +38.2% |
| 1Y | +81.8% | +57.3% | +24.5% | +79.3% |
| All | +81.8% | +56.9% | +25.0% | +79.3% |
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