+7,843.3%
FIX vs RIG
-83.2%
+7,926.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +5.0% |
| 7D | -17.5% | -24.5% | +7.0% | -13.5% |
| 30D | -41.6% | -2.8% | -38.8% | -41.3% |
| 3M | -40.6% | +1.6% | -42.1% | -41.0% |
| 6M | -49.4% | -15.9% | -33.5% | -48.4% |
| YTD | +9.2% | +26.9% | -17.7% | +3.1% |
| 1Y | +6.5% | +34.4% | -27.9% | -0.5% |
| 3Y | +448.7% | -21.2% | +469.9% | +437.3% |
| 5Y | +948.7% | +46.4% | +902.4% | +767.9% |
| 10Y | +3,659.7% | -45.8% | +3,705.5% | +2,696.9% |
| All | +7,843.3% | -83.2% | +7,926.6% | +6,553.5% |
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