-15.3%
RIG vs VMC
+35.0%
-50.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.3% |
| 7D | +5.7% | -1.3% | +7.0% | +6.0% |
| 30D | -0.7% | +15.5% | -16.2% | -4.7% |
| 3M | -3.1% | +0.6% | -3.7% | -3.6% |
| 6M | -16.3% | +2.1% | -18.4% | -18.1% |
| YTD | +34.1% | -1.6% | +35.7% | +32.0% |
| 1Y | +38.2% | -1.2% | +39.3% | +35.6% |
| 3Y | -15.3% | +35.3% | -50.6% | -30.9% |
| All | -15.3% | +35.0% | -50.3% | -30.9% |
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