-43.7%
RIG vs VMC
+3,315.5%
-3,359.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | -3.1% | +0.6% | -3.7% | -4.2% |
| 6M | -16.3% | +2.1% | -18.4% | -18.9% |
| YTD | +34.1% | -1.6% | +35.7% | +30.9% |
| 1Y | +38.2% | -1.2% | +39.3% | +34.5% |
| 3Y | -15.3% | +35.3% | -50.6% | -29.1% |
| 5Y | +62.5% | +43.6% | +18.9% | +31.9% |
| 10Y | -46.6% | +126.7% | -173.3% | -64.3% |
| All | -43.7% | +3,315.5% | -3,359.1% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling