-5.4%
RKT vs RIG
+62.5%
-67.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.4% |
| 7D | -9.0% | +5.7% | -14.7% | -9.5% |
| 30D | +30.2% | -0.7% | +30.9% | +29.7% |
| 3M | -8.8% | -3.1% | -5.7% | -9.2% |
| 6M | -0.9% | -16.3% | +15.4% | -0.1% |
| YTD | -29.2% | +34.1% | -63.3% | -33.6% |
| 1Y | -20.1% | +38.2% | -58.2% | -25.4% |
| 3Y | +81.3% | -15.3% | +96.6% | +77.3% |
| All | -5.4% | +62.5% | -67.8% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling