+95.1%
F vs RIG
-41.4%
+136.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.9% |
| 7D | +5.3% | +0.9% | +4.5% | +5.1% |
| 30D | +4.6% | +13.8% | -9.2% | +2.2% |
| 3M | -3.7% | -6.4% | +2.7% | -3.1% |
| 6M | +16.8% | -8.2% | +25.0% | +16.9% |
| YTD | +15.3% | +41.6% | -26.4% | +6.7% |
| 1Y | +31.0% | +88.7% | -57.7% | +14.5% |
| 3Y | +45.4% | -30.9% | +76.3% | +44.6% |
| 5Y | +54.7% | +57.7% | -3.0% | +23.9% |
| All | +95.1% | -41.4% | +136.5% | +37.1% |
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