-47.9%
RIG vs EXPE
+123.5%
-171.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.5% |
| 7D | +5.7% | -0.5% | +6.2% | +5.9% |
| 30D | -0.7% | -6.1% | +5.4% | -0.1% |
| 3M | -3.1% | -21.3% | +18.2% | +3.1% |
| 6M | -16.3% | +19.0% | -35.3% | -24.9% |
| YTD | +34.1% | -8.4% | +42.6% | +28.2% |
| 1Y | +38.2% | -2.8% | +40.9% | +28.0% |
| 3Y | -15.3% | +120.8% | -136.0% | -48.7% |
| 5Y | +62.5% | +46.2% | +16.3% | +7.9% |
| All | -47.9% | +123.5% | -171.4% | -77.5% |
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