-90.6%
RIG vs SPXU
-100.0%
+9.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.2% |
| 7D | -8.2% | +1.3% | -9.5% | -7.6% |
| 30D | -0.2% | +5.1% | -5.3% | +2.4% |
| 3M | -2.7% | -9.1% | +6.4% | -7.1% |
| 6M | -7.5% | -29.6% | +22.1% | -21.9% |
| YTD | +38.3% | -27.7% | +65.9% | +19.4% |
| 1Y | +81.8% | -37.0% | +118.8% | +48.8% |
| 3Y | -30.2% | -80.2% | +50.0% | -62.5% |
| 5Y | +59.9% | -86.0% | +146.0% | -8.7% |
| 10Y | -41.9% | -99.5% | +57.6% | -87.6% |
| All | -90.6% | -100.0% | +9.4% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling