+14.5%
FIX vs RIG
+28.0%
-13.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.3% | +10.7% | +9.6% |
| 7D | -7.2% | -17.0% | +9.8% | -5.0% |
| 30D | -35.1% | -6.2% | -28.9% | -34.5% |
| 3M | -34.3% | -1.7% | -32.6% | -34.3% |
| 6M | -42.9% | -19.2% | -23.7% | -41.8% |
| YTD | +19.5% | +25.2% | -5.7% | +7.2% |
| All | +14.5% | +28.0% | -13.5% | +3.9% |
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