-42.2%
RIG vs VNQ
+64.0%
-106.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -2.5% |
| 7D | -3.1% | -1.3% | -1.8% | -1.9% |
| 30D | -0.5% | -2.6% | +2.1% | +1.9% |
| 3M | -6.0% | -2.0% | -3.9% | -4.7% |
| 6M | -10.1% | +4.3% | -14.5% | -15.5% |
| YTD | +37.3% | +9.2% | +28.1% | +23.1% |
| 1Y | +73.9% | +5.6% | +68.3% | +61.7% |
| 3Y | -30.2% | +30.8% | -61.0% | -49.0% |
| 5Y | +62.5% | +8.0% | +54.5% | +44.9% |
| All | -42.2% | +64.0% | -106.2% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling