+305.8%
SPY vs RIG
-50.0%
+355.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.6% | -12.2% | +11.6% | +0.6% |
| 30D | -3.7% | -6.0% | +2.3% | -3.3% |
| 3M | -2.7% | -9.4% | +6.7% | -2.2% |
| 6M | +2.2% | -19.1% | +21.2% | +3.6% |
| YTD | +10.8% | +25.4% | -14.6% | +7.0% |
| 1Y | +11.2% | +23.3% | -12.1% | +7.5% |
| 3Y | +76.5% | -22.1% | +98.6% | +73.2% |
| 5Y | +72.9% | +50.1% | +22.8% | +53.6% |
| All | +305.8% | -50.0% | +355.8% | +244.3% |
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