-27.0%
RKT vs RIG
+141.4%
-168.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -1.9% |
| 7D | -7.2% | -4.2% | -3.1% | -6.9% |
| 30D | -7.9% | -0.7% | -7.2% | -7.9% |
| 3M | +5.2% | -4.0% | +9.2% | +5.2% |
| 6M | -14.9% | -6.3% | -8.6% | -15.1% |
| YTD | -31.9% | +39.7% | -71.6% | -34.8% |
| 1Y | -36.9% | +78.1% | -115.0% | -41.2% |
| 3Y | +35.7% | -29.5% | +65.2% | +35.4% |
| 5Y | -9.7% | +65.3% | -75.0% | -18.6% |
| All | -27.0% | +141.4% | -168.4% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling