+120.1%
SPOT vs RIG
+62.5%
+57.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.8% | +1.9% |
| 7D | +1.6% | +5.7% | -4.1% | +1.0% |
| 30D | +16.9% | -0.7% | +17.6% | +16.7% |
| 3M | +23.0% | -3.1% | +26.1% | +22.8% |
| 6M | +42.2% | -16.3% | +58.5% | +43.8% |
| YTD | +5.5% | +34.1% | -28.6% | -0.8% |
| 1Y | -5.1% | +38.2% | -43.2% | -11.3% |
| 3Y | +257.9% | -15.3% | +273.2% | +246.9% |
| All | +120.1% | +62.5% | +57.6% | +58.8% |
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 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