+376.8%
V vs RIG
-42.7%
+419.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | -1.1% | -2.7% | +1.6% | -0.9% |
| 30D | +1.9% | +9.5% | -7.6% | +1.1% |
| 3M | +15.5% | -6.6% | +22.2% | +15.9% |
| 6M | +16.6% | -2.9% | +19.5% | +16.3% |
| YTD | +5.7% | +39.5% | -33.7% | +2.0% |
| 1Y | +8.6% | +82.3% | -73.7% | +2.0% |
| 3Y | +52.5% | -29.6% | +82.1% | +51.5% |
| 5Y | +67.1% | +63.2% | +4.0% | +48.9% |
| 10Y | +376.8% | -45.0% | +421.8% | +287.9% |
| All | +376.8% | -42.7% | +419.5% | +287.9% |
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