+133.9%
RIG vs ROIV
+298.6%
-164.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.3% |
| 7D | -2.6% | +9.5% | -12.0% | -4.0% |
| 30D | -5.2% | +21.0% | -26.2% | -8.1% |
| 3M | -8.6% | +18.7% | -27.3% | -11.8% |
| 6M | -18.9% | +44.5% | -63.4% | -24.8% |
| YTD | +28.6% | +92.9% | -64.3% | +12.9% |
| 1Y | +25.5% | +100.2% | -74.7% | +9.3% |
| 3Y | -20.2% | +375.0% | -395.2% | -40.2% |
| 5Y | +53.9% | +435.2% | -381.3% | -1.3% |
| All | +133.9% | +298.6% | -164.7% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling