+333.6%
F vs RIG
-47.1%
+380.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +1.0% | -12.2% | +13.2% | +3.2% |
| 30D | +2.1% | -6.0% | +8.1% | +2.7% |
| 3M | -10.3% | -9.4% | -0.8% | -9.4% |
| 6M | +3.3% | -19.1% | +22.3% | +5.6% |
| YTD | -2.0% | +25.4% | -27.4% | -8.4% |
| 1Y | -2.3% | +23.3% | -25.6% | -8.6% |
| 3Y | +49.9% | -22.1% | +72.0% | +44.6% |
| 5Y | -12.5% | +50.1% | -62.6% | -30.3% |
| 10Y | +74.3% | -50.7% | +124.9% | +27.7% |
| All | +333.6% | -47.1% | +380.6% | +264.3% |
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 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