+858.0%
VZ vs RIG
-40.2%
+898.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | +7.9% | +13.8% | -5.9% | +7.1% |
| 3M | +13.6% | -6.4% | +20.0% | +13.9% |
| 6M | +1.1% | -8.2% | +9.3% | +1.2% |
| YTD | +29.3% | +41.6% | -12.4% | +26.2% |
| 1Y | +21.2% | +88.7% | -67.5% | +16.0% |
| 3Y | +75.9% | -30.9% | +106.7% | +75.5% |
| 5Y | +24.1% | +57.7% | -33.6% | +14.4% |
| 10Y | +62.4% | -39.3% | +101.6% | +42.2% |
| All | +858.0% | -40.2% | +898.2% | +783.5% |
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