-42.2%
RIG vs RSG
+428.9%
-471.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -0.5% | +4.0% | -4.5% | -2.7% |
| 3M | -6.0% | +7.4% | -13.3% | -10.0% |
| 6M | -10.1% | +0.1% | -10.2% | -10.8% |
| YTD | +37.3% | +6.0% | +31.3% | +32.0% |
| 1Y | +73.9% | -3.0% | +76.9% | +75.0% |
| 3Y | -30.2% | +56.5% | -86.7% | -50.0% |
| 5Y | +62.5% | +90.9% | -28.5% | -2.0% |
| All | -42.2% | +428.9% | -471.1% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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