+98.7%
FAST vs RIG
-16.1%
+114.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.8% | -1.0% |
| 7D | +4.2% | +5.7% | -1.6% | +3.7% |
| 30D | +6.7% | -0.7% | +7.4% | +6.5% |
| 3M | +8.0% | -3.1% | +11.2% | +7.9% |
| 6M | +27.4% | -16.3% | +43.7% | +28.6% |
| YTD | +40.5% | +34.1% | +6.4% | +34.6% |
| 1Y | +38.4% | +38.2% | +0.2% | +32.0% |
| 3Y | +98.7% | -15.3% | +114.0% | +90.6% |
| All | +98.7% | -16.1% | +114.7% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling