-15.3%
RIG vs FDS
-23.3%
+8.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +4.1% |
| 7D | +5.7% | +1.5% | +4.3% | +5.6% |
| 30D | -0.7% | +14.8% | -15.5% | -2.3% |
| 3M | -3.1% | +16.3% | -19.4% | -5.0% |
| 6M | -16.3% | +66.2% | -82.5% | -22.5% |
| YTD | +34.1% | +16.2% | +17.9% | +32.4% |
| 1Y | +38.2% | +21.8% | +16.3% | +34.6% |
| 3Y | -15.3% | -23.9% | +8.6% | -6.8% |
| All | -15.3% | -23.3% | +8.0% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling