+59.9%
RIG vs RVTY
-34.2%
+94.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.2% |
| 7D | -8.2% | -5.4% | -2.8% | -6.8% |
| 30D | -0.2% | +6.7% | -6.9% | -2.0% |
| 3M | -2.7% | +19.0% | -21.7% | -7.8% |
| 6M | -7.5% | +34.6% | -42.1% | -16.5% |
| YTD | +38.3% | +28.3% | +10.0% | +26.6% |
| 1Y | +81.8% | +46.0% | +35.8% | +59.0% |
| 3Y | -30.2% | +16.9% | -47.1% | -35.6% |
| 5Y | +59.9% | -32.9% | +92.9% | +22.0% |
| All | +59.9% | -34.2% | +94.1% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling