-41.5%
RIG vs VMC
+3,060.4%
-3,101.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.8% |
| 7D | -2.7% | -0.5% | -2.2% | -2.4% |
| 30D | +9.5% | -9.1% | +18.6% | +14.0% |
| 3M | -6.6% | -4.1% | -2.5% | -6.1% |
| 6M | -2.9% | -5.5% | +2.7% | -2.6% |
| YTD | +39.5% | -8.9% | +48.4% | +41.8% |
| 1Y | +82.3% | -12.9% | +95.2% | +88.3% |
| 3Y | -29.6% | +22.1% | -51.7% | -38.0% |
| 5Y | +63.2% | +52.7% | +10.5% | +29.7% |
| 10Y | -45.0% | +152.7% | -197.7% | -64.3% |
| All | -41.5% | +3,060.4% | -3,101.9% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VMC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling