-37.6%
RKT vs RIG
+77.2%
-114.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | -0.2% |
| 7D | -6.3% | -3.1% | -3.2% | -6.4% |
| 30D | -6.2% | -0.5% | -5.7% | -6.2% |
| 3M | -1.9% | -6.0% | +4.1% | -1.0% |
| 6M | -13.0% | -10.1% | -2.9% | -12.8% |
| YTD | -31.9% | +37.3% | -69.2% | -33.7% |
| 1Y | -37.6% | +73.9% | -111.5% | -39.6% |
| All | -37.6% | +77.2% | -114.8% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling