-79.1%
RIG vs VTR
+1,484.0%
-1,563.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -8.2% | -2.9% | -5.3% | -7.4% |
| 30D | -0.2% | -2.8% | +2.6% | +0.5% |
| 3M | -2.7% | +9.0% | -11.7% | -5.4% |
| 6M | -7.5% | +5.0% | -12.4% | -9.3% |
| YTD | +38.3% | +16.9% | +21.3% | +31.2% |
| 1Y | +81.8% | +34.3% | +47.6% | +65.5% |
| 3Y | -30.2% | +131.6% | -161.8% | -46.7% |
| 5Y | +59.9% | +88.0% | -28.1% | +29.3% |
| 10Y | -41.9% | +97.8% | -139.7% | -55.9% |
| All | -79.1% | +1,484.0% | -1,563.1% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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