+88.7%
RIG vs RVMD
+430.6%
-341.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | +0.9% | +1.0% | -0.2% | +0.8% |
| 30D | +13.8% | +6.4% | +7.4% | +13.6% |
| 3M | -6.4% | +34.9% | -41.3% | -6.8% |
| 6M | -8.2% | +107.6% | -115.7% | -9.6% |
| YTD | +41.6% | +163.7% | -122.0% | +38.3% |
| 1Y | +88.7% | +439.2% | -350.5% | +70.1% |
| All | +88.7% | +430.6% | -341.9% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling