-42.2%
RIG vs FIS
-40.5%
-1.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -3.1% | -9.0% | +5.9% | +1.2% |
| 30D | -0.5% | -9.0% | +8.5% | +3.6% |
| 3M | -6.0% | -0.5% | -5.4% | -7.4% |
| 6M | -10.1% | -23.1% | +13.0% | -0.6% |
| YTD | +37.3% | -41.5% | +78.7% | +73.4% |
| 1Y | +73.9% | -42.2% | +116.1% | +119.9% |
| 3Y | -30.2% | -26.3% | -3.8% | -25.6% |
| 5Y | +62.5% | -65.2% | +127.6% | +164.4% |
| All | -42.2% | -40.5% | -1.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling