-41.2%
RIG vs RVTY
+139.0%
-180.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.0% |
| 7D | -4.2% | -7.4% | +3.3% | -1.2% |
| 30D | -0.7% | +4.5% | -5.2% | -2.5% |
| 3M | -4.0% | +19.5% | -23.5% | -11.4% |
| 6M | -6.3% | +34.1% | -40.5% | -19.1% |
| YTD | +39.7% | +25.3% | +14.5% | +23.8% |
| 1Y | +78.1% | +47.0% | +31.1% | +46.3% |
| 3Y | -29.5% | +14.1% | -43.6% | -37.1% |
| 5Y | +65.3% | -34.6% | +99.9% | +79.5% |
| All | -41.2% | +139.0% | -180.2% | -73.2% |
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