+50.1%
RIG vs ROIV
+403.5%
-353.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -12.2% | +14.3% | -26.5% | -14.3% |
| 30D | -6.0% | +16.2% | -22.2% | -8.5% |
| 3M | -9.4% | +15.1% | -24.6% | -12.4% |
| 6M | -19.1% | +44.2% | -63.3% | -25.3% |
| YTD | +25.4% | +89.8% | -64.4% | +9.2% |
| 1Y | +23.3% | +94.6% | -71.2% | +6.7% |
| 3Y | -22.1% | +367.5% | -389.6% | -43.0% |
| 5Y | +50.1% | +421.4% | -371.2% | -11.5% |
| All | +50.1% | +403.5% | -353.4% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling