-29.4%
RIG vs VLTO
+54.8%
-84.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.6% |
| 7D | -24.5% | +5.4% | -29.9% | -25.4% |
| 30D | -2.8% | +22.3% | -25.1% | -7.4% |
| 3M | +1.6% | +19.6% | -18.1% | -2.8% |
| 6M | -15.9% | +35.2% | -51.0% | -22.8% |
| YTD | +26.9% | +17.9% | +9.0% | +22.0% |
| 1Y | +34.4% | +19.5% | +14.8% | +27.9% |
| 3Y | -21.2% | +73.9% | -95.1% | -30.9% |
| All | -29.4% | +54.8% | -84.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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