+1,127.7%
RSP vs RIG
-67.4%
+1,195.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | 0.0% |
| 7D | -0.8% | +0.9% | -1.6% | -0.9% |
| 30D | -0.3% | +13.8% | -14.1% | -2.5% |
| 3M | +4.3% | -6.4% | +10.7% | +4.9% |
| 6M | +8.8% | -8.2% | +17.0% | +9.1% |
| YTD | +15.3% | +41.6% | -26.4% | +7.3% |
| 1Y | +18.3% | +88.7% | -70.4% | +4.4% |
| 3Y | +52.8% | -30.9% | +83.7% | +51.9% |
| 5Y | +51.7% | +57.7% | -6.0% | +21.9% |
| 10Y | +208.5% | -39.3% | +247.7% | +117.5% |
| All | +1,127.7% | -67.4% | +1,195.1% | +948.5% |
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