+1,115.8%
RSP vs RIG
-70.8%
+1,186.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.8% |
| 7D | -1.0% | -24.5% | +23.5% | +3.1% |
| 30D | +2.6% | -2.8% | +5.4% | +2.7% |
| 3M | -0.8% | +1.6% | -2.3% | -1.7% |
| 6M | +6.3% | -15.9% | +22.2% | +7.9% |
| YTD | +14.1% | +26.9% | -12.7% | +7.5% |
| 1Y | +18.0% | +34.4% | -16.3% | +9.9% |
| 3Y | +61.0% | -21.2% | +82.2% | +56.0% |
| 5Y | +45.6% | +46.4% | -0.8% | +18.3% |
| 10Y | +220.2% | -45.8% | +266.0% | +130.4% |
| All | +1,115.8% | -70.8% | +1,186.5% | +950.5% |
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