-85.9%
RIG vs RSG
+1,999.8%
-2,085.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -4.2% | -1.8% | -2.4% | -3.5% |
| 30D | -0.7% | +2.8% | -3.5% | -1.7% |
| 3M | -4.0% | +4.3% | -8.3% | -5.7% |
| 6M | -6.3% | -0.5% | -5.8% | -6.6% |
| YTD | +39.7% | +5.2% | +34.5% | +36.8% |
| 1Y | +78.1% | -2.1% | +80.2% | +78.3% |
| 3Y | -29.5% | +56.5% | -86.0% | -40.9% |
| 5Y | +65.3% | +89.5% | -24.2% | +28.4% |
| 10Y | -41.3% | +424.8% | -466.1% | -66.9% |
| All | -85.9% | +1,999.8% | -2,085.6% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling