+54.1%
RIG vs FGI
-70.6%
+124.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | -24.5% | -7.0% | -17.5% | -24.4% |
| 30D | -2.8% | -4.2% | +1.4% | -2.7% |
| 3M | +1.6% | +55.6% | -54.1% | -0.9% |
| 6M | -15.9% | -3.2% | -12.7% | -17.1% |
| YTD | +26.9% | +29.1% | -2.2% | +21.3% |
| 1Y | +34.4% | +51.0% | -16.6% | +26.2% |
| 3Y | -21.2% | +1.5% | -22.7% | -29.2% |
| All | +54.1% | -70.6% | +124.7% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling