-30.2%
RIG vs VLTO
+56.3%
-86.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -12.2% | +1.6% | -13.8% | -12.5% |
| 30D | -6.0% | +22.0% | -27.9% | -10.3% |
| 3M | -9.4% | +21.9% | -31.3% | -13.7% |
| 6M | -19.1% | +36.5% | -55.6% | -25.8% |
| YTD | +25.4% | +19.0% | +6.4% | +20.3% |
| 1Y | +23.3% | +21.0% | +2.4% | +17.0% |
| 3Y | -22.1% | +69.9% | -92.0% | -31.8% |
| All | -30.2% | +56.3% | -86.5% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling