+519.9%
FIX vs RIG
-19.5%
+539.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.5% | +4.6% |
| 7D | +6.4% | -2.6% | +9.0% | +7.1% |
| 30D | -29.1% | -5.2% | -23.9% | -28.5% |
| 3M | -31.1% | -8.6% | -22.5% | -30.3% |
| 6M | -42.8% | -18.9% | -23.9% | -41.2% |
| YTD | +24.6% | +28.6% | -3.9% | +15.3% |
| 1Y | +21.9% | +25.5% | -3.6% | +13.2% |
| All | +519.9% | -19.5% | +539.4% | +512.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling