+3,604.4%
FIX vs RIG
-48.2%
+3,652.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +17.0% | +4.3% | +12.7% | +16.3% |
| 30D | -30.6% | -5.8% | -24.7% | -30.0% |
| 3M | -35.0% | -6.7% | -28.4% | -34.6% |
| 6M | -44.0% | -18.7% | -25.3% | -42.8% |
| YTD | +21.1% | +28.8% | -7.7% | +15.0% |
| 1Y | +16.3% | +28.8% | -12.6% | +10.3% |
| 3Y | +507.4% | -20.0% | +527.4% | +493.8% |
| 5Y | +1,052.1% | +56.0% | +996.0% | +877.2% |
| All | +3,604.4% | -48.2% | +3,652.6% | +2,820.6% |
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