-28.5%
RIG vs ROIV
+197.8%
-226.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.2% |
| 7D | +0.9% | +0.6% | +0.2% | +0.7% |
| 30D | +13.8% | +1.0% | +12.9% | +13.2% |
| 3M | -6.4% | +18.3% | -24.7% | -11.1% |
| 6M | -8.2% | +18.3% | -26.5% | -13.3% |
| YTD | +41.6% | +61.0% | -19.3% | +21.2% |
| 1Y | +88.7% | +177.9% | -89.2% | +35.5% |
| All | -28.5% | +197.8% | -226.3% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling