-16.3%
RIG vs VMC
+0.8%
-17.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +3.9% |
| 7D | +5.7% | -1.3% | +7.0% | +5.3% |
| 30D | -0.7% | +15.5% | -16.2% | +4.6% |
| 3M | -3.1% | +0.6% | -3.7% | -3.8% |
| 6M | -16.3% | +2.1% | -18.4% | -12.6% |
| All | -16.3% | +0.8% | -17.2% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling