-89.3%
RIG vs FE
+561.4%
-650.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +0.9% | +1.9% | -1.1% | 0.0% |
| 30D | +13.8% | -1.2% | +15.0% | +14.3% |
| 3M | -6.4% | +3.5% | -9.9% | -8.2% |
| 6M | -8.2% | -6.1% | -2.1% | -6.1% |
| YTD | +41.6% | +7.6% | +34.0% | +36.4% |
| 1Y | +88.7% | +11.9% | +76.8% | +78.3% |
| 3Y | -30.9% | +48.4% | -79.3% | -43.7% |
| 5Y | +57.7% | +44.8% | +12.9% | +28.4% |
| 10Y | -39.3% | +115.9% | -155.1% | -59.7% |
| All | -89.3% | +561.4% | -650.8% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling