-24.1%
RKT vs RIG
+131.8%
-155.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.3% |
| 7D | -9.0% | +5.7% | -14.7% | -9.4% |
| 30D | +30.2% | -0.7% | +30.9% | +29.8% |
| 3M | -8.8% | -3.1% | -5.7% | -9.0% |
| 6M | -0.9% | -16.3% | +15.4% | -0.3% |
| YTD | -29.2% | +34.1% | -63.3% | -32.3% |
| 1Y | -20.1% | +38.2% | -58.2% | -23.8% |
| 3Y | +81.3% | -15.3% | +96.6% | +77.2% |
| 5Y | -6.6% | +62.5% | -69.1% | -15.9% |
| All | -24.1% | +131.8% | -155.9% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling