+8,968.5%
FIX vs RIG
-83.0%
+9,051.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.5% | +4.6% |
| 7D | +6.4% | -2.6% | +9.0% | +7.0% |
| 30D | -29.1% | -5.2% | -23.9% | -28.5% |
| 3M | -31.1% | -8.6% | -22.5% | -30.4% |
| 6M | -42.8% | -18.9% | -23.9% | -41.4% |
| YTD | +24.6% | +28.6% | -3.9% | +17.4% |
| 1Y | +21.9% | +25.5% | -3.6% | +15.3% |
| 3Y | +524.9% | -20.2% | +545.1% | +510.6% |
| 5Y | +1,092.2% | +53.9% | +1,038.3% | +878.9% |
| 10Y | +3,759.0% | -48.8% | +3,807.8% | +2,802.3% |
| All | +8,968.5% | -83.0% | +9,051.5% | +7,478.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling