+1,027.6%
FIX vs RIG
+62.5%
+965.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -2.1% |
| 7D | +9.4% | +5.7% | +3.7% | +8.4% |
| 30D | -27.8% | -0.7% | -27.1% | -27.8% |
| 3M | -35.6% | -3.1% | -32.4% | -35.5% |
| 6M | -45.2% | -16.3% | -28.9% | -44.2% |
| YTD | +19.5% | +34.1% | -14.7% | +11.5% |
| 1Y | +24.2% | +38.2% | -13.9% | +15.3% |
| 3Y | +494.2% | -15.3% | +509.4% | +467.1% |
| All | +1,027.6% | +62.5% | +965.1% | +838.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling