-41.2%
RIG vs RRC
+6.5%
-47.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.8% |
| 7D | -4.2% | -1.2% | -3.0% | -3.4% |
| 30D | -0.7% | +3.0% | -3.7% | -2.6% |
| 3M | -4.0% | +7.3% | -11.3% | -8.7% |
| 6M | -6.3% | +3.6% | -9.9% | -8.8% |
| YTD | +39.7% | +19.4% | +20.3% | +24.1% |
| 1Y | +78.1% | +21.4% | +56.7% | +56.0% |
| 3Y | -29.5% | +32.8% | -62.2% | -42.2% |
| 5Y | +65.3% | +152.0% | -86.6% | -17.0% |
| All | -41.2% | +6.5% | -47.7% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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