+21.7%
RIG vs RVMD
+622.3%
-600.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -3.1% | -3.0% | -0.1% | -2.6% |
| 30D | -0.5% | -0.7% | +0.2% | -0.5% |
| 3M | -6.0% | +36.5% | -42.5% | -11.4% |
| 6M | -10.1% | +104.6% | -114.8% | -23.1% |
| YTD | +37.3% | +155.8% | -118.5% | +10.5% |
| 1Y | +73.9% | +340.7% | -266.8% | +24.6% |
| 3Y | -30.2% | +519.9% | -550.1% | -55.8% |
| 5Y | +62.5% | +584.9% | -522.5% | -8.2% |
| All | +21.7% | +622.3% | -600.7% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling