+319.7%
SPY vs RIG
-44.3%
+363.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.4% | -8.2% | +7.8% | +0.4% |
| 30D | -1.4% | -0.2% | -1.2% | -1.4% |
| 3M | +3.7% | -2.7% | +6.4% | +3.7% |
| 6M | +13.0% | -7.5% | +20.5% | +13.1% |
| YTD | +12.4% | +38.3% | -25.9% | +7.9% |
| 1Y | +18.5% | +81.8% | -63.3% | +10.4% |
| 3Y | +77.6% | -30.2% | +107.8% | +76.4% |
| 5Y | +81.7% | +59.9% | +21.7% | +60.4% |
| 10Y | +319.7% | -41.9% | +361.6% | +246.3% |
| All | +319.7% | -44.3% | +363.9% | +246.3% |
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