+200.3%
FXI vs RIG
-83.8%
+284.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.7% |
| 7D | -4.2% | +5.7% | -9.9% | -5.1% |
| 30D | -1.1% | -0.7% | -0.4% | -1.5% |
| 3M | -4.0% | -3.1% | -0.8% | -4.2% |
| 6M | -11.8% | -16.3% | +4.5% | -10.3% |
| YTD | -11.9% | +34.1% | -46.0% | -18.4% |
| 1Y | -16.1% | +38.2% | -54.3% | -22.8% |
| 3Y | +38.8% | -15.3% | +54.1% | +32.3% |
| 5Y | -9.1% | +62.5% | -71.5% | -29.0% |
| 10Y | +18.4% | -46.6% | +65.0% | -17.2% |
| All | +200.3% | -83.8% | +284.0% | +230.6% |
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 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