-68.1%
RGTI vs RIG
+43.0%
-111.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.6% | +8.8% | +2.2% |
| 7D | -9.6% | -18.8% | +9.2% | -6.9% |
| 30D | -26.0% | -1.1% | -24.9% | -26.3% |
| 3M | -35.8% | +4.4% | -40.2% | -37.0% |
| 6M | -36.7% | -20.8% | -15.9% | -36.3% |
| YTD | -49.4% | +32.0% | -81.4% | -64.2% |
| 1Y | -68.1% | +39.7% | -107.9% | -79.1% |
| All | -68.1% | +43.0% | -111.2% | -79.1% |
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 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