+24,219.0%
FAST vs RIG
-47.1%
+24,266.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +4.8% | -12.2% | +17.0% | +6.5% |
| 30D | +8.6% | -6.0% | +14.6% | +9.2% |
| 3M | +5.7% | -9.4% | +15.1% | +6.5% |
| 6M | +25.5% | -19.1% | +44.5% | +27.7% |
| YTD | +39.6% | +25.4% | +14.2% | +33.0% |
| 1Y | +35.5% | +23.3% | +12.2% | +29.2% |
| 3Y | +96.2% | -22.1% | +118.3% | +91.3% |
| 5Y | +110.2% | +50.1% | +60.1% | +74.8% |
| 10Y | +531.8% | -50.7% | +582.5% | +382.7% |
| All | +24,219.0% | -47.1% | +24,266.1% | +16,000.5% |
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