-76.0%
RIG vs FDS
+10,480.1%
-10,556.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +4.0% |
| 7D | +5.7% | +1.5% | +4.3% | +5.3% |
| 30D | -0.7% | +14.8% | -15.5% | -5.0% |
| 3M | -3.1% | +16.3% | -19.4% | -8.1% |
| 6M | -16.3% | +66.2% | -82.5% | -29.8% |
| YTD | +34.1% | +16.2% | +17.9% | +23.6% |
| 1Y | +38.2% | +21.8% | +16.3% | +25.0% |
| 3Y | -15.3% | -23.9% | +8.6% | -12.4% |
| 5Y | +62.5% | -23.1% | +85.6% | +66.3% |
| 10Y | -46.6% | +128.7% | -175.3% | -59.3% |
| All | -76.0% | +10,480.1% | -10,556.1% | -89.7% |
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