-19.9%
RIG vs SPG
+5,319.3%
-5,339.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.1% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +9.5% | -4.9% | +14.5% | +12.1% |
| 3M | -6.6% | +3.3% | -10.0% | -8.8% |
| 6M | -2.9% | +11.2% | -14.1% | -9.1% |
| YTD | +39.5% | +17.1% | +22.4% | +27.2% |
| 1Y | +82.3% | +21.6% | +60.7% | +62.9% |
| 3Y | -29.6% | +111.9% | -141.4% | -52.0% |
| 5Y | +63.2% | +106.9% | -43.8% | +11.9% |
| 10Y | -45.0% | +62.2% | -107.2% | -60.1% |
| All | -19.9% | +5,319.3% | -5,339.2% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling