-92.9%
RIG vs VIG
+617.8%
-710.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.4% |
| 7D | -2.7% | -0.4% | -2.3% | -2.1% |
| 30D | +9.5% | -2.1% | +11.6% | +12.8% |
| 3M | -6.6% | +3.3% | -10.0% | -11.5% |
| 6M | -2.9% | +9.3% | -12.1% | -15.7% |
| YTD | +39.5% | +10.1% | +29.3% | +20.1% |
| 1Y | +82.3% | +14.7% | +67.6% | +48.4% |
| 3Y | -29.6% | +56.9% | -86.5% | -62.9% |
| 5Y | +63.2% | +62.9% | +0.3% | -18.0% |
| 10Y | -45.0% | +241.3% | -286.3% | -88.8% |
| All | -92.9% | +617.8% | -710.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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