+264.0%
SPOT vs RIG
-39.6%
+303.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.3% | -2.9% |
| 7D | -0.9% | +0.9% | -1.8% | -1.0% |
| 30D | +12.5% | +13.8% | -1.3% | +11.2% |
| 3M | +9.9% | -6.4% | +16.3% | +10.3% |
| 6M | +1.6% | -8.2% | +9.7% | +1.6% |
| YTD | -6.6% | +41.6% | -48.2% | -10.5% |
| 1Y | -22.9% | +88.7% | -111.6% | -28.4% |
| 3Y | +244.3% | -30.9% | +275.1% | +242.2% |
| 5Y | +117.8% | +57.7% | +60.1% | +93.3% |
| All | +264.0% | -39.6% | +303.6% | +250.7% |
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