+110.6%
SPOT vs RIG
+58.5%
+52.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -6.9% | -4.2% | -2.7% | -6.4% |
| 30D | +4.1% | -0.7% | +4.8% | +4.2% |
| 3M | +3.7% | -4.0% | +7.7% | +3.9% |
| 6M | -1.6% | -6.3% | +4.7% | -1.8% |
| YTD | -10.2% | +39.7% | -49.9% | -15.4% |
| 1Y | -25.9% | +78.1% | -104.0% | -33.0% |
| 3Y | +235.6% | -29.5% | +265.0% | +237.5% |
| 5Y | +110.6% | +65.3% | +45.2% | +59.1% |
| All | +110.6% | +58.5% | +52.1% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling