-43.6%
SE vs RIG
+79.6%
-123.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.1% |
| 7D | -3.6% | -8.2% | +4.6% | -4.0% |
| 30D | -5.3% | -0.2% | -5.1% | -5.3% |
| 3M | +28.1% | -2.7% | +30.8% | +28.5% |
| 6M | +20.7% | -7.5% | +28.1% | +20.5% |
| YTD | -14.8% | +38.3% | -53.0% | -17.2% |
| 1Y | -43.6% | +81.8% | -125.4% | -44.2% |
| All | -43.6% | +79.6% | -123.1% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling