-91.7%
RIG vs VRSK
+585.1%
-676.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.5% |
| 7D | -4.2% | -7.7% | +3.6% | -1.4% |
| 30D | -0.7% | -2.8% | +2.1% | 0.0% |
| 3M | -4.0% | -3.7% | -0.3% | -4.1% |
| 6M | -6.3% | -12.8% | +6.4% | -3.7% |
| YTD | +39.7% | -21.0% | +60.7% | +48.3% |
| 1Y | +78.1% | -32.5% | +110.6% | +100.4% |
| 3Y | -29.5% | -26.5% | -2.9% | -25.8% |
| 5Y | +65.3% | -11.5% | +76.8% | +55.0% |
| 10Y | -41.3% | +125.7% | -167.0% | -62.7% |
| All | -91.7% | +585.1% | -676.8% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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