+589.4%
SE vs RIG
-42.5%
+631.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -6.1% | +0.9% | -7.0% | -6.2% |
| 30D | -2.5% | +13.8% | -16.3% | -4.1% |
| 3M | +21.7% | -6.4% | +28.1% | +22.2% |
| 6M | +27.0% | -8.2% | +35.2% | +27.0% |
| YTD | -12.1% | +41.6% | -53.8% | -17.4% |
| 1Y | -40.9% | +88.7% | -129.6% | -46.9% |
| 3Y | +191.0% | -30.9% | +221.8% | +188.5% |
| 5Y | -68.3% | +57.7% | -126.0% | -72.8% |
| All | +589.4% | -42.5% | +631.8% | +461.3% |
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