-92.1%
RIG vs VEU
+188.7%
-280.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | +0.1% |
| 7D | -8.2% | +0.3% | -8.5% | -8.6% |
| 30D | -0.2% | +0.7% | -0.8% | -1.2% |
| 3M | -2.7% | +4.7% | -7.4% | -9.2% |
| 6M | -7.5% | +11.6% | -19.1% | -22.2% |
| YTD | +38.3% | +16.8% | +21.5% | +10.1% |
| 1Y | +81.8% | +24.9% | +57.0% | +33.4% |
| 3Y | -30.2% | +75.7% | -105.9% | -66.6% |
| 5Y | +59.9% | +56.1% | +3.8% | -7.9% |
| 10Y | -41.9% | +153.6% | -195.5% | -77.2% |
| All | -92.1% | +188.7% | -280.8% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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