-40.5%
RIG vs RRC
+965.4%
-1,006.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.4% |
| 7D | +0.9% | +1.3% | -0.4% | +0.3% |
| 30D | +13.8% | +10.1% | +3.7% | +9.1% |
| 3M | -6.4% | +4.0% | -10.4% | -8.2% |
| 6M | -8.2% | +1.6% | -9.7% | -8.9% |
| YTD | +41.6% | +19.7% | +21.9% | +30.6% |
| 1Y | +88.7% | +21.4% | +67.3% | +72.9% |
| 3Y | -30.9% | +29.7% | -60.5% | -38.2% |
| 5Y | +57.7% | +153.9% | -96.2% | +2.5% |
| 10Y | -39.3% | +10.8% | -50.1% | -52.3% |
| All | -40.5% | +965.4% | -1,006.0% | -74.5% |
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