+0.8%
FAST vs RIG
+97.6%
-96.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.8% |
| 7D | -0.4% | +0.9% | -1.2% | -0.4% |
| 30D | -0.8% | +13.8% | -14.6% | -1.5% |
| 3M | +5.8% | -6.4% | +12.2% | +6.0% |
| 6M | +8.0% | -8.2% | +16.1% | +8.0% |
| YTD | +25.6% | +41.6% | -16.0% | +22.9% |
| 1Y | +0.8% | +88.7% | -87.9% | 0.0% |
| All | +0.8% | +97.6% | -96.8% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling