-24.1%
RKT vs RIG
+122.6%
-146.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.2% | -5.1% |
| 7D | -7.5% | +4.3% | -11.8% | -7.8% |
| 30D | +26.6% | -5.8% | +32.4% | +26.8% |
| 3M | -2.4% | -6.7% | +4.2% | -2.4% |
| 6M | -7.4% | -18.7% | +11.3% | -6.6% |
| YTD | -29.2% | +28.8% | -58.0% | -32.0% |
| 1Y | -23.5% | +28.8% | -52.3% | -26.6% |
| 3Y | +73.9% | -20.0% | +93.9% | +70.8% |
| 5Y | -6.6% | +56.0% | -62.6% | -15.6% |
| All | -24.1% | +122.6% | -146.7% | -37.2% |
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