-29.7%
RIG vs FIS
-26.4%
-3.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.6% | -0.3% |
| 7D | -8.2% | -9.1% | +0.9% | -6.6% |
| 30D | -0.2% | -10.4% | +10.3% | +1.7% |
| 3M | -2.7% | -3.7% | +1.0% | -3.0% |
| 6M | -7.5% | -24.8% | +17.3% | -2.0% |
| YTD | +38.3% | -41.6% | +79.8% | +59.3% |
| 1Y | +81.8% | -42.7% | +124.6% | +110.5% |
| All | -29.7% | -26.4% | -3.2% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling