-40.5%
RIG vs EXPD
+28,058.3%
-28,098.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.1% |
| 7D | +0.9% | -1.1% | +2.0% | +1.2% |
| 30D | +13.8% | +4.1% | +9.7% | +12.1% |
| 3M | -6.4% | +17.9% | -24.3% | -12.0% |
| 6M | -8.2% | +29.2% | -37.4% | -17.1% |
| YTD | +41.6% | +27.4% | +14.3% | +27.7% |
| 1Y | +88.7% | +56.8% | +31.9% | +57.1% |
| 3Y | -30.9% | +68.0% | -98.9% | -43.7% |
| 5Y | +57.7% | +61.9% | -4.2% | +28.4% |
| 10Y | -39.3% | +316.0% | -355.3% | -62.5% |
| All | -40.5% | +28,058.3% | -28,098.8% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling