+63.6%
RIG vs SPG
+103.2%
-39.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | +0.6% |
| 7D | -8.2% | -1.7% | -6.5% | -7.3% |
| 30D | -0.2% | -6.3% | +6.1% | +3.6% |
| 3M | -2.7% | -2.4% | -0.3% | -2.2% |
| 6M | -7.5% | +9.6% | -17.1% | -14.7% |
| YTD | +38.3% | +14.2% | +24.1% | +23.7% |
| 1Y | +81.8% | +19.3% | +62.6% | +57.5% |
| 3Y | -30.2% | +106.7% | -136.9% | -59.0% |
| All | +63.6% | +103.2% | -39.6% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling