-43.7%
RIG vs RRC
+1,217.9%
-1,261.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.8% |
| 7D | +5.7% | +6.4% | -0.7% | +2.8% |
| 30D | -0.7% | +23.9% | -24.6% | -10.5% |
| 3M | -3.1% | +30.2% | -33.3% | -14.6% |
| 6M | -16.3% | +26.3% | -42.6% | -25.2% |
| YTD | +34.1% | +48.1% | -13.9% | +11.7% |
| 1Y | +38.2% | +37.7% | +0.5% | +18.7% |
| 3Y | -15.3% | +60.3% | -75.6% | -31.5% |
| 5Y | +62.5% | +135.3% | -72.8% | +8.1% |
| 10Y | -46.6% | +73.3% | -119.9% | -65.0% |
| All | -43.7% | +1,217.9% | -1,261.6% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling