-47.9%
RIG vs RVTY
+211.6%
-259.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.8% |
| 7D | +5.7% | -0.5% | +6.2% | +5.8% |
| 30D | -0.7% | +1.5% | -2.3% | -1.7% |
| 3M | -3.1% | +31.5% | -34.6% | -13.8% |
| 6M | -16.3% | +62.7% | -79.0% | -32.4% |
| YTD | +34.1% | +60.0% | -25.8% | +7.2% |
| 1Y | +38.2% | +65.7% | -27.6% | +8.4% |
| 3Y | -15.3% | +85.2% | -100.5% | -37.9% |
| 5Y | +62.5% | -14.9% | +77.4% | +57.9% |
| All | -47.9% | +211.6% | -259.5% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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