-42.2%
RIG vs VIVK
-100.0%
+57.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.4% | +5.7% | -1.6% |
| 7D | -3.1% | -4.4% | +1.3% | -3.0% |
| 30D | -0.5% | -40.8% | +40.3% | +0.6% |
| 3M | -6.0% | -94.1% | +88.2% | -1.2% |
| 6M | -10.1% | -98.2% | +88.1% | -4.5% |
| YTD | +37.3% | -98.0% | +135.3% | +43.3% |
| 1Y | +73.9% | -100.0% | +173.9% | +94.6% |
| 3Y | -30.2% | -100.0% | +69.8% | -23.0% |
| 5Y | +62.5% | -100.0% | +162.5% | +80.0% |
| All | -42.2% | -100.0% | +57.8% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling