-22.2%
RKT vs RIG
+144.8%
-167.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.9% |
| 7D | +2.1% | +0.9% | +1.2% | +2.0% |
| 30D | +1.4% | +13.8% | -12.4% | +0.3% |
| 3M | +6.3% | -6.4% | +12.7% | +6.5% |
| 6M | -15.5% | -8.2% | -7.3% | -15.4% |
| YTD | -27.4% | +41.6% | -69.0% | -30.5% |
| 1Y | -26.6% | +88.7% | -115.3% | -31.9% |
| 3Y | +41.2% | -30.9% | +72.1% | +41.2% |
| 5Y | -6.4% | +57.7% | -64.1% | -15.5% |
| All | -22.2% | +144.8% | -167.0% | -35.8% |
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 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