-82.8%
RIG vs VNQ
+386.3%
-469.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -2.2% |
| 7D | -3.1% | -1.3% | -1.8% | -2.3% |
| 30D | -0.5% | -2.6% | +2.1% | +1.0% |
| 3M | -6.0% | -2.0% | -3.9% | -5.2% |
| 6M | -10.1% | +4.3% | -14.5% | -13.2% |
| YTD | +37.3% | +9.2% | +28.1% | +29.0% |
| 1Y | +73.9% | +5.6% | +68.3% | +67.1% |
| 3Y | -30.2% | +30.8% | -61.0% | -41.0% |
| 5Y | +62.5% | +8.0% | +54.5% | +54.5% |
| 10Y | -42.3% | +63.7% | -106.0% | -53.8% |
| All | -82.8% | +386.3% | -469.1% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling