-30.2%
RIG vs SPXS
-79.6%
+49.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -2.7% |
| 7D | -3.1% | +2.5% | -5.6% | -2.1% |
| 30D | -0.5% | +4.2% | -4.7% | +1.2% |
| 3M | -6.0% | -9.3% | +3.3% | -9.6% |
| 6M | -10.1% | -30.7% | +20.6% | -23.0% |
| YTD | +37.3% | -28.1% | +65.3% | +20.9% |
| 1Y | +73.9% | -35.1% | +109.0% | +48.0% |
| 3Y | -30.2% | -79.6% | +49.4% | -58.8% |
| All | -30.2% | -79.6% | +49.4% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling