-42.0%
RIG vs SPY
+2,945.1%
-2,987.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | -2.7% | +3.7% | -6.4% | -7.3% |
| 6M | -7.5% | +13.0% | -20.5% | -20.7% |
| YTD | +38.3% | +12.4% | +25.9% | +19.5% |
| 1Y | +81.8% | +18.5% | +63.3% | +48.3% |
| 3Y | -30.2% | +77.6% | -107.8% | -63.4% |
| 5Y | +59.9% | +81.7% | -21.7% | -16.8% |
| 10Y | -41.9% | +319.7% | -361.6% | -85.2% |
| All | -42.0% | +2,945.1% | -2,987.1% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling