-47.9%
RIG vs FE
+126.1%
-174.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.1% | +3.7% |
| 7D | +5.7% | +1.2% | +4.5% | +5.2% |
| 30D | -0.7% | +4.5% | -5.3% | -2.6% |
| 3M | -3.1% | +1.3% | -4.5% | -3.9% |
| 6M | -16.3% | +8.7% | -25.0% | -19.7% |
| YTD | +34.1% | +9.2% | +24.9% | +28.4% |
| 1Y | +38.2% | +7.0% | +31.2% | +33.5% |
| 3Y | -15.3% | +51.4% | -66.7% | -31.5% |
| 5Y | +62.5% | +47.7% | +14.8% | +32.0% |
| All | -47.9% | +126.1% | -174.0% | -58.3% |
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