-29.7%
RIG vs SPY
+76.5%
-106.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | -8.2% | -0.4% | -7.8% | -7.8% |
| 30D | -0.2% | -1.4% | +1.2% | +1.4% |
| 3M | -2.7% | +3.7% | -6.4% | -7.8% |
| 6M | -7.5% | +13.0% | -20.5% | -22.3% |
| YTD | +38.3% | +12.4% | +25.9% | +17.2% |
| 1Y | +81.8% | +18.5% | +63.3% | +43.5% |
| All | -29.7% | +76.5% | -106.2% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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