-41.2%
RIG vs VO
+197.9%
-239.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +2.6% |
| 7D | -4.2% | -2.5% | -1.7% | -0.1% |
| 30D | -0.7% | -3.2% | +2.5% | +4.6% |
| 3M | -4.0% | +3.9% | -7.9% | -10.7% |
| 6M | -6.3% | +9.6% | -16.0% | -21.4% |
| YTD | +39.7% | +11.6% | +28.1% | +14.5% |
| 1Y | +78.1% | +12.6% | +65.5% | +44.0% |
| 3Y | -29.5% | +55.4% | -84.8% | -66.3% |
| 5Y | +65.3% | +41.8% | +23.5% | -7.6% |
| All | -41.2% | +197.9% | -239.1% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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