+444.2%
V vs RIG
-46.5%
+490.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -0.8% | -17.0% | +16.2% | +0.6% |
| 30D | +9.5% | -6.2% | +15.7% | +9.8% |
| 3M | +16.7% | -1.7% | +18.4% | +16.4% |
| 6M | +32.9% | -19.2% | +52.2% | +34.4% |
| YTD | +21.1% | +25.2% | -4.1% | +17.5% |
| 1Y | +26.6% | +29.9% | -3.3% | +22.3% |
| 3Y | +78.4% | -21.3% | +99.7% | +75.1% |
| 5Y | +105.5% | +40.5% | +65.0% | +85.1% |
| 10Y | +444.2% | -49.6% | +493.8% | +358.0% |
| All | +444.2% | -46.5% | +490.7% | +358.0% |
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