+12,700.4%
SPGI vs RIG
-46.4%
+12,746.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.3% |
| 7D | +0.3% | -24.5% | +24.8% | +3.5% |
| 30D | +18.4% | -2.8% | +21.2% | +18.4% |
| 3M | +15.7% | +1.6% | +14.1% | +14.8% |
| 6M | +17.3% | -15.9% | +33.2% | +18.6% |
| YTD | -4.7% | +26.9% | -31.6% | -9.0% |
| 1Y | +1.8% | +34.4% | -32.6% | -3.6% |
| 3Y | +31.7% | -21.2% | +52.9% | +28.2% |
| 5Y | +12.1% | +46.4% | -34.3% | -4.9% |
| 10Y | +341.9% | -45.8% | +387.8% | +234.5% |
| All | +12,700.4% | -46.4% | +12,746.8% | +10,001.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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