+5,993.3%
FIX vs RIG
-42.7%
+6,036.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | +6.1% | -2.7% | +8.8% | +6.4% |
| 30D | -2.7% | +9.5% | -12.2% | -4.1% |
| 3M | -10.9% | -6.6% | -4.3% | -10.4% |
| 6M | +29.0% | -2.9% | +31.9% | +28.2% |
| YTD | +76.9% | +39.5% | +37.4% | +66.5% |
| 1Y | +130.7% | +82.3% | +48.5% | +108.2% |
| 3Y | +790.7% | -29.6% | +820.2% | +786.2% |
| 5Y | +2,185.6% | +63.2% | +2,122.4% | +1,823.8% |
| 10Y | +5,993.3% | -45.0% | +6,038.3% | +4,531.0% |
| All | +5,993.3% | -42.7% | +6,036.0% | +4,531.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling