+196.3%
SE vs RIG
-28.9%
+225.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | +0.6% | -2.7% | +3.3% | +0.8% |
| 30D | -0.1% | +9.5% | -9.6% | -0.9% |
| 3M | +34.1% | -6.6% | +40.8% | +34.8% |
| 6M | +23.2% | -2.9% | +26.1% | +22.5% |
| YTD | -11.2% | +39.5% | -50.6% | -16.2% |
| 1Y | -40.5% | +82.3% | -122.8% | -46.2% |
| 3Y | +196.3% | -29.6% | +225.9% | +192.9% |
| All | +196.3% | -28.9% | +225.2% | +192.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling