+35.5%
FAST vs RIG
+28.2%
+7.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +4.8% | -12.2% | +17.0% | +5.2% |
| 30D | +8.6% | -6.0% | +14.6% | +8.5% |
| 3M | +5.7% | -9.4% | +15.1% | +5.6% |
| 6M | +25.5% | -19.1% | +44.5% | +26.3% |
| YTD | +39.6% | +25.4% | +14.2% | +31.7% |
| 1Y | +35.5% | +23.3% | +12.2% | +27.7% |
| All | +35.5% | +28.2% | +7.3% | +27.7% |
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