-90.6%
RIG vs FE
+565.9%
-656.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -17.0% | -1.1% | -15.9% | -16.6% |
| 30D | -6.2% | +4.6% | -10.8% | -8.2% |
| 3M | -1.7% | -0.8% | -0.9% | -1.7% |
| 6M | -19.2% | +7.3% | -26.5% | -22.2% |
| YTD | +25.2% | +8.3% | +16.8% | +19.9% |
| 1Y | +29.9% | +5.7% | +24.2% | +25.9% |
| 3Y | -21.3% | +49.0% | -70.3% | -36.1% |
| 5Y | +40.5% | +49.2% | -8.7% | +12.9% |
| 10Y | -49.6% | +110.7% | -160.3% | -66.2% |
| All | -90.6% | +565.9% | -656.5% | -93.5% |
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