+78.4%
V vs RIG
-23.7%
+102.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | -0.8% | -17.0% | +16.2% | 0.0% |
| 30D | +9.5% | -6.2% | +15.7% | +9.6% |
| 3M | +16.7% | -1.7% | +18.4% | +16.3% |
| 6M | +32.9% | -19.2% | +52.2% | +33.9% |
| YTD | +21.1% | +25.2% | -4.1% | +17.8% |
| 1Y | +26.6% | +29.9% | -3.3% | +22.7% |
| 3Y | +78.4% | -21.3% | +99.7% | +71.4% |
| All | +78.4% | -23.7% | +102.1% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling