-74.6%
RIG vs FDS
+9,502.8%
-9,577.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -1.8% |
| 7D | +0.9% | -1.9% | +2.8% | +1.4% |
| 30D | +13.8% | +9.0% | +4.8% | +10.7% |
| 3M | -6.4% | +18.9% | -25.3% | -12.3% |
| 6M | -8.2% | +35.1% | -43.3% | -18.1% |
| YTD | +41.6% | +5.5% | +36.1% | +35.2% |
| 1Y | +88.7% | -16.8% | +105.5% | +92.0% |
| 3Y | -30.9% | -28.1% | -2.8% | -26.9% |
| 5Y | +57.7% | -17.4% | +75.1% | +58.5% |
| 10Y | -39.3% | +85.4% | -124.7% | -50.7% |
| All | -74.6% | +9,502.8% | -9,577.5% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling