+22.5%
RIG vs RVMD
+636.2%
-613.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -8.2% | -0.7% | -7.5% | -8.1% |
| 30D | -0.2% | +0.3% | -0.5% | -0.3% |
| 3M | -2.7% | +38.9% | -41.6% | -8.6% |
| 6M | -7.5% | +108.1% | -115.6% | -21.0% |
| YTD | +38.3% | +160.7% | -122.5% | +10.9% |
| 1Y | +81.8% | +407.3% | -325.4% | +26.3% |
| 3Y | -30.2% | +546.6% | -576.8% | -56.2% |
| 5Y | +59.9% | +579.8% | -519.9% | -9.3% |
| All | +22.5% | +636.2% | -613.7% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling