+454.5%
V vs RIG
-49.1%
+503.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.6% | -12.2% | +12.8% | +1.6% |
| 30D | +9.7% | -6.0% | +15.7% | +10.1% |
| 3M | +17.3% | -9.4% | +26.7% | +17.8% |
| 6M | +33.2% | -19.1% | +52.3% | +34.7% |
| YTD | +21.3% | +25.4% | -4.1% | +17.7% |
| 1Y | +27.3% | +23.3% | +4.0% | +23.6% |
| 3Y | +76.1% | -22.1% | +98.2% | +73.1% |
| 5Y | +103.5% | +50.1% | +53.3% | +82.3% |
| 10Y | +454.5% | -50.7% | +505.1% | +366.0% |
| All | +454.5% | -49.1% | +503.6% | +366.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling