-15.3%
RIG vs RVTY
+85.4%
-100.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.7% |
| 7D | +5.7% | -0.5% | +6.2% | +5.8% |
| 30D | -0.7% | +1.5% | -2.3% | -1.5% |
| 3M | -3.1% | +31.5% | -34.6% | -12.4% |
| 6M | -16.3% | +62.7% | -79.0% | -30.6% |
| YTD | +34.1% | +60.0% | -25.8% | +10.3% |
| 1Y | +38.2% | +65.7% | -27.6% | +11.2% |
| 3Y | -15.3% | +85.2% | -100.5% | -37.8% |
| All | -15.3% | +85.4% | -100.7% | -37.8% |
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