-27.6%
RIG vs FE
+50.0%
-77.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | +0.9% | +1.9% | -1.1% | +0.6% |
| 30D | +13.8% | -1.2% | +15.0% | +14.0% |
| 3M | -6.4% | +3.5% | -9.9% | -7.0% |
| 6M | -8.2% | -6.1% | -2.1% | -7.4% |
| YTD | +41.6% | +7.6% | +34.0% | +40.4% |
| 1Y | +88.7% | +11.9% | +76.8% | +86.0% |
| All | -27.6% | +50.0% | -77.6% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling