-7.2%
RKT vs RIG
+52.4%
-59.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.6% |
| 7D | +6.0% | -2.7% | +8.7% | +6.3% |
| 30D | +0.7% | +9.5% | -8.8% | -0.5% |
| 3M | +11.8% | -6.6% | +18.5% | +12.2% |
| 6M | -7.6% | -2.9% | -4.8% | -8.4% |
| YTD | -28.7% | +39.5% | -68.1% | -32.9% |
| 1Y | -32.6% | +82.3% | -114.8% | -39.2% |
| 3Y | +42.1% | -29.6% | +71.7% | +43.8% |
| 5Y | -7.2% | +63.2% | -70.3% | -24.1% |
| All | -7.2% | +52.4% | -59.5% | -24.1% |
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