-40.5%
RIG vs RVTY
+1,553.2%
-1,593.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +0.9% | +1.1% | -0.2% | +0.6% |
| 30D | +13.8% | +13.2% | +0.6% | +9.9% |
| 3M | -6.4% | +27.2% | -33.6% | -13.1% |
| 6M | -8.2% | +32.4% | -40.6% | -16.6% |
| YTD | +41.6% | +34.9% | +6.8% | +27.7% |
| 1Y | +88.7% | +52.4% | +36.3% | +63.8% |
| 3Y | -30.9% | +12.3% | -43.1% | -35.4% |
| 5Y | +57.7% | -30.8% | +88.5% | +64.2% |
| 10Y | -39.3% | +150.7% | -189.9% | -55.7% |
| All | -40.5% | +1,553.2% | -1,593.7% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling