+153.7%
RIG vs ROIV
+295.0%
-141.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +18.8% | -20.3% | -4.6% |
| 7D | -2.7% | +20.2% | -22.9% | -5.9% |
| 30D | +9.5% | +14.1% | -4.6% | +6.6% |
| 3M | -6.6% | +45.6% | -52.2% | -13.1% |
| 6M | -2.9% | +44.1% | -47.0% | -9.7% |
| YTD | +39.5% | +91.2% | -51.7% | +23.0% |
| 1Y | +82.3% | +221.3% | -139.0% | +46.4% |
| 3Y | -29.6% | +229.2% | -258.8% | -44.6% |
| 5Y | +63.2% | +316.5% | -253.3% | -2.4% |
| All | +153.7% | +295.0% | -141.3% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling