-37.5%
RIG vs VIAV
+3,343.9%
-3,381.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -8.2% | +13.6% | -21.8% | -10.3% |
| 30D | -0.2% | +5.3% | -5.5% | -1.7% |
| 3M | -2.7% | -15.6% | +12.9% | -1.4% |
| 6M | -7.5% | +34.0% | -41.4% | -14.9% |
| YTD | +38.3% | +119.9% | -81.6% | +15.3% |
| 1Y | +81.8% | +235.2% | -153.3% | +40.3% |
| 3Y | -30.2% | +299.8% | -330.0% | -48.4% |
| 5Y | +59.9% | +140.1% | -80.1% | +28.1% |
| 10Y | -41.9% | +420.3% | -462.2% | -57.9% |
| All | -37.5% | +3,343.9% | -3,381.5% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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