-41.2%
RIG vs EXPE
+165.2%
-206.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | -4.2% | -8.7% | +4.5% | -1.1% |
| 30D | -0.7% | -13.6% | +13.0% | +4.1% |
| 3M | -4.0% | +26.6% | -30.6% | -13.8% |
| 6M | -6.3% | +19.9% | -26.3% | -15.6% |
| YTD | +39.7% | -1.7% | +41.4% | +32.6% |
| 1Y | +78.1% | +29.4% | +48.6% | +47.6% |
| 3Y | -29.5% | +155.7% | -185.1% | -59.6% |
| 5Y | +65.3% | +93.1% | -27.8% | -4.0% |
| All | -41.2% | +165.2% | -206.4% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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