-89.7%
RIG vs SPYG
+559.2%
-648.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -8.2% | +0.3% | -8.5% | -8.5% |
| 30D | -0.2% | -1.7% | +1.5% | +1.3% |
| 3M | -2.7% | +3.6% | -6.4% | -6.8% |
| 6M | -7.5% | +16.6% | -24.1% | -21.4% |
| YTD | +38.3% | +13.4% | +24.9% | +20.5% |
| 1Y | +81.8% | +19.6% | +62.3% | +51.0% |
| 3Y | -30.2% | +99.8% | -130.0% | -64.2% |
| 5Y | +59.9% | +85.0% | -25.0% | -12.4% |
| 10Y | -41.9% | +422.1% | -464.0% | -86.0% |
| All | -89.7% | +559.2% | -648.9% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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