+56.2%
RIG vs VIVK
-100.0%
+156.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.4% | +5.7% | -1.4% |
| 7D | -3.1% | -4.4% | +1.3% | -2.9% |
| 30D | -0.5% | -40.8% | +40.3% | +1.4% |
| 3M | -6.0% | -94.1% | +88.2% | +1.9% |
| 6M | -10.1% | -98.2% | +88.1% | -0.8% |
| YTD | +37.3% | -98.0% | +135.3% | +46.6% |
| 1Y | +73.9% | -100.0% | +173.9% | +113.3% |
| 3Y | -30.2% | -100.0% | +69.8% | -18.0% |
| All | +56.2% | -100.0% | +156.2% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling