+38.4%
FAST vs RIG
+34.1%
+4.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.8% | -0.8% |
| 7D | +4.2% | +5.7% | -1.6% | +4.0% |
| 30D | +6.7% | -0.7% | +7.4% | +6.4% |
| 3M | +8.0% | -3.1% | +11.2% | +7.7% |
| 6M | +27.4% | -16.3% | +43.7% | +28.4% |
| YTD | +40.5% | +34.1% | +6.4% | +32.7% |
| 1Y | +38.4% | +38.2% | +0.2% | +30.7% |
| All | +38.4% | +34.1% | +4.2% | +30.7% |
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 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