-30.2%
RIG vs VMC
+18.8%
-48.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -3.1% | -3.8% | +0.7% | -2.0% |
| 30D | -0.5% | -9.7% | +9.2% | +2.2% |
| 3M | -6.0% | -9.6% | +3.7% | -4.1% |
| 6M | -10.1% | -4.8% | -5.3% | -11.4% |
| YTD | +37.3% | -10.9% | +48.2% | +39.2% |
| 1Y | +73.9% | -15.6% | +89.5% | +80.2% |
| 3Y | -30.2% | +19.3% | -49.5% | -40.2% |
| All | -30.2% | +18.8% | -48.9% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling