-42.2%
RIG vs VMC
+156.6%
-198.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | -3.1% | -3.8% | +0.7% | -0.9% |
| 30D | -0.5% | -9.7% | +9.2% | +5.4% |
| 3M | -6.0% | -9.6% | +3.7% | -1.8% |
| 6M | -10.1% | -4.8% | -5.3% | -10.7% |
| YTD | +37.3% | -10.9% | +48.2% | +41.4% |
| 1Y | +73.9% | -15.6% | +89.5% | +84.4% |
| 3Y | -30.2% | +19.3% | -49.5% | -42.4% |
| 5Y | +62.5% | +48.0% | +14.5% | +13.8% |
| All | -42.2% | +156.6% | -198.8% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling