+3,800.0%
FIX vs RIG
-46.5%
+3,846.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.3% | +10.7% | +9.6% |
| 7D | -7.2% | -17.0% | +9.8% | -4.6% |
| 30D | -35.1% | -6.2% | -28.9% | -34.6% |
| 3M | -34.3% | -1.7% | -32.6% | -34.4% |
| 6M | -42.9% | -19.2% | -23.7% | -41.7% |
| YTD | +19.5% | +25.2% | -5.7% | +13.9% |
| 1Y | +16.8% | +29.9% | -13.1% | +10.7% |
| 3Y | +506.7% | -21.3% | +528.0% | +494.5% |
| 5Y | +1,046.7% | +40.5% | +1,006.2% | +886.1% |
| 10Y | +3,800.0% | -49.6% | +3,849.5% | +3,013.7% |
| All | +3,800.0% | -46.5% | +3,846.4% | +3,013.7% |
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 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