+81.8%
SPY vs RIG
+52.4%
+29.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.3% |
| 6M | +14.5% | -2.9% | +17.4% | +14.0% |
| YTD | +12.9% | +39.5% | -26.5% | +7.8% |
| 1Y | +19.4% | +82.3% | -62.9% | +10.1% |
| 3Y | +78.5% | -29.6% | +108.0% | +75.5% |
| 5Y | +81.8% | +63.2% | +18.6% | +57.3% |
| All | +81.8% | +52.4% | +29.4% | +57.3% |
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 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