-22.1%
RIG vs ROIV
+379.0%
-401.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -12.2% | +14.3% | -26.5% | -14.9% |
| 30D | -6.0% | +16.2% | -22.2% | -9.3% |
| 3M | -9.4% | +15.1% | -24.6% | -13.3% |
| 6M | -19.1% | +44.2% | -63.3% | -28.3% |
| YTD | +25.4% | +89.8% | -64.4% | -0.2% |
| 1Y | +23.3% | +94.6% | -71.2% | -3.3% |
| 3Y | -22.1% | +367.5% | -389.6% | -59.6% |
| All | -22.1% | +379.0% | -401.1% | -59.6% |
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