+562.3%
SE vs RIG
-43.3%
+605.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -4.8% | -4.2% | -0.6% | -4.3% |
| 30D | -18.1% | -0.7% | -17.4% | -18.1% |
| 3M | +30.6% | -4.0% | +34.6% | +30.8% |
| 6M | +20.8% | -6.3% | +27.1% | +20.6% |
| YTD | -15.6% | +39.7% | -55.3% | -20.5% |
| 1Y | -44.2% | +78.1% | -122.3% | -49.4% |
| 3Y | +181.5% | -29.5% | +211.0% | +178.3% |
| 5Y | -66.9% | +65.3% | -132.2% | -71.8% |
| All | +562.3% | -43.3% | +605.6% | +440.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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