+78.5%
SPY vs RIG
-28.9%
+107.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +0.5% | -2.7% | +3.3% | +0.8% |
| 30D | -0.9% | +9.5% | -10.4% | -1.9% |
| 3M | +3.9% | -6.6% | +10.5% | +4.4% |
| 6M | +14.5% | -2.9% | +17.4% | +14.0% |
| YTD | +12.9% | +39.5% | -26.5% | +7.2% |
| 1Y | +19.4% | +82.3% | -62.9% | +9.1% |
| 3Y | +78.5% | -29.6% | +108.0% | +69.9% |
| All | +78.5% | -28.9% | +107.3% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling