-42.2%
RIG vs FANG
+182.5%
-224.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | -3.1% | +2.9% | -6.0% | -5.6% |
| 30D | -0.5% | +2.6% | -3.1% | -3.0% |
| 3M | -6.0% | +7.6% | -13.5% | -12.4% |
| 6M | -10.1% | +17.3% | -27.5% | -23.3% |
| YTD | +37.3% | +38.7% | -1.4% | +0.1% |
| 1Y | +73.9% | +51.6% | +22.3% | +16.7% |
| 3Y | -30.2% | +50.0% | -80.1% | -51.4% |
| 5Y | +62.5% | +237.6% | -175.1% | -42.5% |
| All | -42.2% | +182.5% | -224.7% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling