+252.8%
SPOT vs RIG
-41.4%
+294.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.9% |
| 7D | -3.1% | -3.1% | 0.0% | -2.8% |
| 30D | +7.4% | -0.5% | +7.9% | +7.4% |
| 3M | +8.2% | -6.0% | +14.1% | +8.5% |
| 6M | +2.2% | -10.1% | +12.4% | +2.5% |
| YTD | -9.5% | +37.3% | -46.8% | -13.0% |
| 1Y | -23.8% | +73.9% | -97.8% | -28.7% |
| 3Y | +233.5% | -30.2% | +263.6% | +231.1% |
| 5Y | +112.2% | +62.5% | +49.7% | +88.0% |
| All | +252.8% | -41.4% | +294.3% | +240.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling