+65.1%
RSP vs RIG
-16.1%
+81.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.2% |
| 7D | +2.4% | +5.7% | -3.4% | +1.8% |
| 30D | +4.3% | -0.7% | +5.0% | +4.1% |
| 3M | -0.3% | -3.1% | +2.8% | -0.5% |
| 6M | +9.8% | -16.3% | +26.1% | +11.0% |
| YTD | +16.8% | +34.1% | -17.3% | +10.9% |
| 1Y | +19.5% | +38.2% | -18.7% | +12.9% |
| 3Y | +65.1% | -15.3% | +80.4% | +58.2% |
| All | +65.1% | -16.1% | +81.2% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling