-16.3%
RIG vs SPG
+16.0%
-32.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +3.9% |
| 7D | +5.7% | +2.0% | +3.7% | +7.2% |
| 30D | -0.7% | +17.2% | -18.0% | +9.9% |
| 3M | -3.1% | +6.3% | -9.5% | +0.1% |
| 6M | -16.3% | +18.7% | -35.0% | -1.9% |
| All | -16.3% | +16.0% | -32.3% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling