-41.2%
RIG vs FDS
+66.9%
-108.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.8% | +6.9% | +3.6% |
| 7D | -4.2% | -16.0% | +11.8% | +3.2% |
| 30D | -0.7% | -6.7% | +6.0% | +1.8% |
| 3M | -4.0% | +6.0% | -10.0% | -8.8% |
| 6M | -6.3% | +25.1% | -31.4% | -19.7% |
| YTD | +39.7% | -8.1% | +47.8% | +39.0% |
| 1Y | +78.1% | -26.0% | +104.1% | +97.0% |
| 3Y | -29.5% | -36.4% | +7.0% | -16.6% |
| 5Y | +65.3% | -27.7% | +93.1% | +73.2% |
| All | -41.2% | +66.9% | -108.0% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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