+786.5%
VZ vs RIG
-46.4%
+833.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.7% | -1.1% |
| 7D | +2.1% | -24.5% | +26.6% | +3.7% |
| 30D | +1.4% | -2.8% | +4.2% | +1.4% |
| 3M | -1.3% | +1.6% | -2.8% | -1.6% |
| 6M | -0.5% | -15.9% | +15.4% | 0.0% |
| YTD | +19.6% | +26.9% | -7.2% | +17.2% |
| 1Y | +22.4% | +34.4% | -12.0% | +19.5% |
| 3Y | +55.9% | -21.2% | +77.1% | +54.1% |
| 5Y | +20.4% | +46.4% | -26.0% | +11.4% |
| 10Y | +66.9% | -45.8% | +112.7% | +47.2% |
| All | +786.5% | -46.4% | +833.0% | +721.1% |
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