+81.0%
F vs RIG
-46.5%
+127.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.9% |
| 7D | -0.6% | -17.0% | +16.4% | +2.3% |
| 30D | +2.9% | -6.2% | +9.0% | +3.5% |
| 3M | -9.5% | -1.7% | -7.8% | -10.0% |
| 6M | +4.0% | -19.2% | +23.2% | +6.2% |
| YTD | -1.3% | +25.2% | -26.4% | -7.4% |
| 1Y | -1.9% | +29.9% | -31.8% | -8.8% |
| 3Y | +53.5% | -21.3% | +74.8% | +48.2% |
| 5Y | -15.1% | +40.5% | -55.6% | -31.0% |
| 10Y | +81.0% | -49.6% | +130.5% | +32.7% |
| All | +81.0% | -46.5% | +127.5% | +32.7% |
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