+72.2%
V vs RIG
+60.3%
+11.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | -0.8% |
| 7D | -1.7% | +0.9% | -2.6% | -1.8% |
| 30D | +2.0% | +13.8% | -11.9% | +1.0% |
| 3M | +17.4% | -6.4% | +23.8% | +17.7% |
| 6M | +17.5% | -8.2% | +25.7% | +17.7% |
| YTD | +7.6% | +41.6% | -34.1% | +3.9% |
| 1Y | +7.7% | +88.7% | -81.0% | +1.2% |
| 3Y | +54.7% | -30.9% | +85.5% | +53.5% |
| All | +72.2% | +60.3% | +11.9% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling