-16.3%
RIG vs RVTY
+56.2%
-72.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.3% |
| 7D | +5.7% | -0.5% | +6.2% | +5.7% |
| 30D | -0.7% | +1.5% | -2.3% | -0.6% |
| 3M | -3.1% | +31.5% | -34.6% | -4.5% |
| 6M | -16.3% | +62.7% | -79.0% | -17.1% |
| All | -16.3% | +56.2% | -72.5% | -17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling