+12,471.5%
FIX vs RIG
-81.3%
+12,552.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.4% |
| 7D | +6.0% | +0.9% | +5.2% | +5.8% |
| 30D | -7.2% | +13.8% | -21.1% | -9.4% |
| 3M | -15.9% | -6.4% | -9.5% | -15.3% |
| 6M | +12.7% | -8.2% | +20.9% | +13.1% |
| YTD | +72.8% | +41.6% | +31.1% | +60.7% |
| 1Y | +122.9% | +88.7% | +34.2% | +96.7% |
| 3Y | +774.3% | -30.9% | +805.2% | +775.1% |
| 5Y | +2,049.5% | +57.7% | +1,991.8% | +1,654.0% |
| 10Y | +5,821.5% | -39.3% | +5,860.7% | +4,210.9% |
| All | +12,471.5% | -81.3% | +12,552.8% | +10,274.1% |
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