+67.4%
RIG vs VMC
+42.8%
+24.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.4% |
| 7D | +5.7% | -1.3% | +7.0% | +6.2% |
| 30D | -0.7% | +15.5% | -16.2% | -7.5% |
| 3M | -3.1% | +0.6% | -3.7% | -4.1% |
| 6M | -16.3% | +2.1% | -18.4% | -19.2% |
| YTD | +34.1% | -1.6% | +35.7% | +30.3% |
| 1Y | +38.2% | -1.2% | +39.3% | +33.8% |
| 3Y | -15.3% | +35.3% | -50.6% | -34.8% |
| All | +67.4% | +42.8% | +24.5% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling