+365.7%
SE vs RIG
-48.5%
+414.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.2% |
| 7D | +2.0% | -24.5% | +26.5% | +5.3% |
| 30D | -20.0% | -2.8% | -17.2% | -20.0% |
| 3M | -31.8% | +1.6% | -33.3% | -32.4% |
| 6M | -15.9% | -15.9% | 0.0% | -15.1% |
| YTD | -40.6% | +26.9% | -67.5% | -43.8% |
| 1Y | -50.7% | +34.4% | -85.0% | -53.7% |
| 3Y | +70.3% | -21.2% | +91.5% | +64.9% |
| 5Y | -78.8% | +46.4% | -125.2% | -81.7% |
| All | +365.7% | -48.5% | +414.2% | +282.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling