+2,723.0%
VRT vs RIG
-53.3%
+2,776.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.8% | +7.2% | +4.8% |
| 7D | +9.1% | +0.9% | +8.3% | +8.9% |
| 30D | +0.9% | +13.8% | -12.9% | -1.1% |
| 3M | -13.4% | -6.4% | -7.0% | -12.8% |
| 6M | +11.7% | -8.2% | +19.9% | +12.0% |
| YTD | +73.2% | +41.6% | +31.6% | +63.0% |
| 1Y | +123.4% | +88.7% | +34.7% | +101.2% |
| 3Y | +606.2% | -30.9% | +637.0% | +600.6% |
| 5Y | +899.9% | +57.7% | +842.2% | +769.4% |
| All | +2,723.0% | -53.3% | +2,776.4% | +1,903.0% |
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 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