+12,035.7%
SPGI vs RIG
-40.2%
+12,075.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.3% | -1.2% |
| 7D | +0.1% | +0.9% | -0.7% | 0.0% |
| 30D | +8.4% | +13.8% | -5.4% | +6.6% |
| 3M | +11.8% | -6.4% | +18.2% | +12.3% |
| 6M | +5.7% | -8.2% | +13.9% | +5.9% |
| YTD | -9.7% | +41.6% | -51.3% | -14.5% |
| 1Y | -12.5% | +88.7% | -101.2% | -20.5% |
| 3Y | +21.8% | -30.9% | +52.7% | +21.0% |
| 5Y | +8.2% | +57.7% | -49.5% | -9.2% |
| 10Y | +309.5% | -39.3% | +348.8% | +205.5% |
| All | +12,035.7% | -40.2% | +12,075.9% | +9,390.9% |
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