+2,989.0%
SPY vs RIG
-40.2%
+3,029.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | 0.0% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | +0.1% | +13.8% | -13.8% | -1.7% |
| 3M | +2.0% | -6.4% | +8.4% | +2.5% |
| 6M | +13.0% | -8.2% | +21.2% | +13.3% |
| YTD | +13.5% | +41.6% | -28.1% | +7.1% |
| 1Y | +20.0% | +88.7% | -68.7% | +8.4% |
| 3Y | +77.2% | -30.9% | +108.0% | +76.3% |
| 5Y | +81.9% | +57.7% | +24.2% | +52.8% |
| 10Y | +314.1% | -39.3% | +353.3% | +213.3% |
| All | +2,989.0% | -40.2% | +3,029.2% | +2,278.9% |
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 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