-87.0%
RIG vs VWO
+317.6%
-404.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +2.5% |
| 7D | -4.2% | -1.7% | -2.4% | -2.6% |
| 30D | -0.7% | -0.3% | -0.4% | -0.5% |
| 3M | -4.0% | +4.0% | -8.0% | -8.1% |
| 6M | -6.3% | +8.1% | -14.4% | -14.9% |
| YTD | +39.7% | +11.6% | +28.1% | +23.4% |
| 1Y | +78.1% | +16.2% | +61.9% | +52.0% |
| 3Y | -29.5% | +63.3% | -92.7% | -56.1% |
| 5Y | +65.3% | +33.4% | +32.0% | +27.3% |
| 10Y | -41.3% | +113.3% | -154.6% | -66.3% |
| All | -87.0% | +317.6% | -404.7% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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