-25.7%
RKT vs RIG
+138.9%
-164.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.7% |
| 7D | -1.0% | -8.2% | +7.2% | -0.3% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | +1.9% | -2.7% | +4.6% | +1.8% |
| 6M | -13.9% | -7.5% | -6.4% | -14.0% |
| YTD | -30.6% | +38.3% | -68.9% | -33.5% |
| 1Y | -34.4% | +81.8% | -116.2% | -38.9% |
| 3Y | +38.2% | -30.2% | +68.4% | +38.0% |
| 5Y | -9.7% | +59.9% | -69.6% | -18.4% |
| All | -25.7% | +138.9% | -164.6% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling