-89.7%
RIG vs EXPE
+733.4%
-823.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +4.3% | -4.2% | +8.5% | +5.6% |
| 30D | -5.8% | -4.5% | -1.3% | -5.7% |
| 3M | -6.7% | -19.7% | +13.0% | -1.9% |
| 6M | -18.7% | +18.3% | -36.9% | -25.6% |
| YTD | +28.8% | -7.3% | +36.1% | +23.5% |
| 1Y | +28.8% | -3.9% | +32.7% | +21.5% |
| 3Y | -20.0% | +123.0% | -143.0% | -46.1% |
| 5Y | +56.0% | +47.9% | +8.1% | +13.6% |
| 10Y | -48.7% | +126.5% | -175.2% | -69.9% |
| All | -89.7% | +733.4% | -823.1% | -97.3% |
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