-40.5%
RIG vs VMC
+3,113.4%
-3,153.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.2% |
| 7D | +0.9% | -4.3% | +5.2% | +2.8% |
| 30D | +13.8% | -8.2% | +22.1% | +18.0% |
| 3M | -6.4% | -7.0% | +0.6% | -4.6% |
| 6M | -8.2% | -10.8% | +2.6% | -5.5% |
| YTD | +41.6% | -7.4% | +49.0% | +42.9% |
| 1Y | +88.7% | -9.5% | +98.2% | +91.6% |
| 3Y | -30.9% | +20.5% | -51.3% | -38.7% |
| 5Y | +57.7% | +51.6% | +6.1% | +25.8% |
| 10Y | -39.3% | +150.0% | -189.3% | -60.4% |
| All | -40.5% | +3,113.4% | -3,153.9% | -80.3% |
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