-85.3%
RIG vs RNG
+305.9%
-391.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -8.2% | -4.1% | -4.1% | -7.6% |
| 30D | -0.2% | +8.6% | -8.8% | -1.7% |
| 3M | -2.7% | +78.0% | -80.7% | -13.2% |
| 6M | -7.5% | +67.0% | -74.5% | -17.3% |
| YTD | +38.3% | +142.4% | -104.2% | +13.8% |
| 1Y | +81.8% | +120.4% | -38.6% | +51.6% |
| 3Y | -30.2% | +122.1% | -152.3% | -43.2% |
| 5Y | +59.9% | -69.8% | +129.8% | +62.8% |
| 10Y | -41.9% | +223.4% | -265.3% | -65.2% |
| All | -85.3% | +305.9% | -391.2% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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