-76.7%
RIG vs VO
+827.2%
-904.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.5% |
| 7D | +0.9% | -0.3% | +1.1% | +1.2% |
| 30D | +13.8% | -0.3% | +14.2% | +14.1% |
| 3M | -6.4% | +2.9% | -9.3% | -10.6% |
| 6M | -8.2% | +9.3% | -17.5% | -19.9% |
| YTD | +41.6% | +14.2% | +27.5% | +17.0% |
| 1Y | +88.7% | +15.3% | +73.5% | +54.5% |
| 3Y | -30.9% | +56.2% | -87.1% | -61.5% |
| 5Y | +57.7% | +42.4% | +15.2% | +1.0% |
| 10Y | -39.3% | +194.7% | -234.0% | -81.1% |
| All | -76.7% | +827.2% | -904.0% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling