-42.2%
RIG vs SPXU
-99.6%
+57.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -3.0% |
| 7D | -3.1% | +2.5% | -5.6% | -1.8% |
| 30D | -0.5% | +4.2% | -4.7% | +1.7% |
| 3M | -6.0% | -9.3% | +3.3% | -10.6% |
| 6M | -10.1% | -30.7% | +20.6% | -25.9% |
| YTD | +37.3% | -28.1% | +65.4% | +16.8% |
| 1Y | +73.9% | -35.2% | +109.2% | +42.0% |
| 3Y | -30.2% | -79.9% | +49.8% | -64.5% |
| 5Y | +62.5% | -86.4% | +148.9% | -14.4% |
| All | -42.2% | -99.6% | +57.3% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling