+63.6%
RIG vs VMC
+46.8%
+16.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.6% |
| 7D | -8.2% | -5.3% | -2.9% | -5.9% |
| 30D | -0.2% | -12.3% | +12.1% | +5.8% |
| 3M | -2.7% | -10.3% | +7.5% | +0.9% |
| 6M | -7.5% | -8.6% | +1.1% | -6.4% |
| YTD | +38.3% | -11.9% | +50.1% | +42.2% |
| 1Y | +81.8% | -13.9% | +95.8% | +88.4% |
| 3Y | -30.2% | +18.2% | -48.4% | -42.2% |
| All | +63.6% | +46.8% | +16.8% | +17.7% |
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