+88.7%
RIG vs SPG
+21.3%
+67.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -3.0% |
| 7D | +0.9% | -2.4% | +3.2% | +0.4% |
| 30D | +13.8% | -6.8% | +20.7% | +12.3% |
| 3M | -6.4% | +2.7% | -9.1% | -6.9% |
| 6M | -8.2% | +5.5% | -13.6% | -8.0% |
| YTD | +41.6% | +15.7% | +25.9% | +37.5% |
| 1Y | +88.7% | +20.9% | +67.8% | +81.2% |
| All | +88.7% | +21.3% | +67.4% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling