+122.9%
FIX vs RIG
+97.6%
+25.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.3% |
| 7D | +6.0% | +0.9% | +5.2% | +5.8% |
| 30D | -7.2% | +13.8% | -21.1% | -9.2% |
| 3M | -15.9% | -6.4% | -9.5% | -15.2% |
| 6M | +12.7% | -8.2% | +20.9% | +12.1% |
| YTD | +72.8% | +41.6% | +31.1% | +56.6% |
| 1Y | +122.9% | +88.7% | +34.2% | +90.7% |
| All | +122.9% | +97.6% | +25.3% | +90.7% |
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