+21,784.4%
FAST vs RIG
-40.2%
+21,824.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.1% |
| 7D | -0.4% | +0.9% | -1.2% | -0.5% |
| 30D | -0.8% | +13.8% | -14.6% | -2.6% |
| 3M | +5.8% | -6.4% | +12.2% | +6.2% |
| 6M | +8.0% | -8.2% | +16.1% | +8.2% |
| YTD | +25.6% | +41.6% | -16.0% | +18.3% |
| 1Y | +0.8% | +88.7% | -87.9% | -9.3% |
| 3Y | +86.1% | -30.9% | +117.0% | +85.0% |
| 5Y | +100.2% | +57.7% | +42.5% | +65.3% |
| 10Y | +494.2% | -39.3% | +533.4% | +339.7% |
| All | +21,784.4% | -40.2% | +21,824.6% | +14,223.5% |
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