-88.7%
RIG vs EXPE
+851.4%
-940.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | +0.9% | -9.5% | +10.4% | +4.0% |
| 30D | +13.8% | -6.6% | +20.4% | +15.9% |
| 3M | -6.4% | +31.4% | -37.8% | -15.7% |
| 6M | -8.2% | +35.2% | -43.4% | -19.6% |
| YTD | +41.6% | +5.8% | +35.8% | +32.4% |
| 1Y | +88.7% | +38.7% | +50.0% | +58.5% |
| 3Y | -30.9% | +175.8% | -206.6% | -56.3% |
| 5Y | +57.7% | +111.8% | -54.2% | +2.5% |
| 10Y | -39.3% | +179.7% | -219.0% | -66.0% |
| All | -88.7% | +851.4% | -940.1% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling