-15.3%
RIG vs FGI
-16.0%
+0.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -25.2% | +29.3% | +4.4% |
| 7D | +5.7% | -14.4% | +20.1% | +5.8% |
| 30D | -0.7% | -11.8% | +11.0% | -0.7% |
| 3M | -3.1% | -46.2% | +43.1% | -2.6% |
| 6M | -16.3% | +5.2% | -21.5% | -17.1% |
| YTD | +34.1% | +10.5% | +23.6% | +31.2% |
| 1Y | +38.2% | +25.5% | +12.7% | +33.6% |
| 3Y | -15.3% | -16.0% | +0.7% | -19.6% |
| All | -15.3% | -16.0% | +0.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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