-59.5%
RIG vs INVH
+75.4%
-134.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -3.1% | -3.0% | -0.1% | -1.4% |
| 30D | -0.5% | -7.5% | +7.0% | +3.9% |
| 3M | -6.0% | -5.5% | -0.4% | -3.4% |
| 6M | -10.1% | +11.7% | -21.8% | -17.1% |
| YTD | +37.3% | +1.3% | +36.0% | +33.6% |
| 1Y | +73.9% | -6.1% | +80.0% | +76.5% |
| 3Y | -30.2% | -9.8% | -20.4% | -29.1% |
| 5Y | +62.5% | -19.7% | +82.1% | +74.6% |
| All | -59.5% | +75.4% | -134.8% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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