-91.5%
RIG vs VYM
+484.2%
-575.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.9% |
| 7D | -4.2% | -1.9% | -2.3% | -1.3% |
| 30D | -0.7% | -2.6% | +1.9% | +3.3% |
| 3M | -4.0% | +3.6% | -7.6% | -9.2% |
| 6M | -6.3% | +8.7% | -15.0% | -18.2% |
| YTD | +39.7% | +14.1% | +25.6% | +13.8% |
| 1Y | +78.1% | +17.8% | +60.3% | +38.7% |
| 3Y | -29.5% | +64.5% | -94.0% | -65.7% |
| 5Y | +65.3% | +77.5% | -12.2% | -24.4% |
| 10Y | -41.3% | +206.1% | -247.5% | -83.7% |
| All | -91.5% | +484.2% | -575.6% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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