-27.6%
RIG vs EXPD
+69.2%
-96.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.2% |
| 7D | +0.9% | -1.1% | +2.0% | +1.3% |
| 30D | +13.8% | +4.1% | +9.7% | +11.9% |
| 3M | -6.4% | +17.9% | -24.3% | -12.7% |
| 6M | -8.2% | +29.2% | -37.4% | -18.2% |
| YTD | +41.6% | +27.4% | +14.3% | +24.9% |
| 1Y | +88.7% | +56.8% | +31.9% | +44.9% |
| All | -27.6% | +69.2% | -96.8% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling