-29.7%
RIG vs RVTY
+16.6%
-46.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.1% |
| 7D | -8.2% | -5.4% | -2.8% | -6.5% |
| 30D | -0.2% | +6.7% | -6.9% | -2.3% |
| 3M | -2.7% | +19.0% | -21.7% | -8.6% |
| 6M | -7.5% | +34.6% | -42.1% | -18.0% |
| YTD | +38.3% | +28.3% | +10.0% | +24.5% |
| 1Y | +81.8% | +46.0% | +35.8% | +54.0% |
| All | -29.7% | +16.6% | -46.3% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling