+2,926.4%
V vs RIG
-94.7%
+3,021.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | -0.6% |
| 7D | -1.7% | +0.9% | -2.6% | -1.8% |
| 30D | +2.0% | +13.8% | -11.9% | +0.2% |
| 3M | +17.4% | -6.4% | +23.8% | +17.8% |
| 6M | +17.5% | -8.2% | +25.7% | +17.8% |
| YTD | +7.6% | +41.6% | -34.1% | +1.7% |
| 1Y | +7.7% | +88.7% | -81.0% | -2.5% |
| 3Y | +54.7% | -30.9% | +85.5% | +53.6% |
| 5Y | +73.0% | +57.7% | +15.4% | +44.8% |
| 10Y | +390.9% | -39.3% | +430.1% | +263.1% |
| All | +2,926.4% | -94.7% | +3,021.1% | +3,921.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling