-41.9%
RIG vs FE
+110.4%
-152.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | -0.2% | -1.2% | +1.0% | +0.3% |
| 3M | -2.7% | +1.7% | -4.4% | -3.6% |
| 6M | -7.5% | -7.5% | 0.0% | -4.9% |
| YTD | +38.3% | +6.3% | +31.9% | +34.1% |
| 1Y | +81.8% | +10.9% | +71.0% | +73.1% |
| 3Y | -30.2% | +46.9% | -77.1% | -42.6% |
| 5Y | +59.9% | +47.6% | +12.3% | +30.0% |
| 10Y | -41.9% | +114.5% | -156.4% | -53.9% |
| All | -41.9% | +110.4% | -152.3% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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