-29.7%
RIG vs RRC
+31.0%
-60.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -8.2% | -1.7% | -6.5% | -7.0% |
| 30D | -0.2% | +3.6% | -3.8% | -2.8% |
| 3M | -2.7% | +8.8% | -11.6% | -9.0% |
| 6M | -7.5% | +0.8% | -8.2% | -8.5% |
| YTD | +38.3% | +19.0% | +19.3% | +20.9% |
| 1Y | +81.8% | +22.9% | +58.9% | +54.6% |
| All | -29.7% | +31.0% | -60.7% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling