+23,358.7%
FAST vs RIG
-47.9%
+23,406.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | +0.3% |
| 7D | +0.7% | -23.8% | +24.4% | +4.1% |
| 30D | +4.6% | -5.6% | +10.2% | +5.1% |
| 3M | +6.4% | -0.8% | +7.1% | +5.8% |
| 6M | +20.6% | -18.4% | +39.0% | +22.6% |
| YTD | +34.7% | +23.5% | +11.2% | +28.6% |
| 1Y | +29.7% | +30.8% | -1.1% | +22.6% |
| 3Y | +89.9% | -25.4% | +115.4% | +86.3% |
| 5Y | +105.0% | +42.5% | +62.5% | +71.7% |
| 10Y | +594.2% | -47.3% | +641.4% | +423.7% |
| All | +23,358.7% | -47.9% | +23,406.6% | +15,464.9% |
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