-91.8%
RIG vs SCHG
+1,132.2%
-1,224.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.7% |
| 7D | -3.1% | -1.0% | -2.0% | -2.0% |
| 30D | -0.5% | -1.3% | +0.7% | +0.7% |
| 3M | -6.0% | +5.4% | -11.4% | -12.4% |
| 6M | -10.1% | +14.4% | -24.6% | -24.6% |
| YTD | +37.3% | +8.0% | +29.3% | +23.0% |
| 1Y | +73.9% | +12.7% | +61.2% | +48.5% |
| 3Y | -30.2% | +85.6% | -115.8% | -67.2% |
| 5Y | +62.5% | +85.5% | -23.1% | -26.7% |
| 10Y | -42.3% | +456.0% | -498.3% | -93.4% |
| All | -91.8% | +1,132.2% | -1,224.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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