+65.3%
RIG vs FIS
-65.9%
+131.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -4.2% | -8.9% | +4.7% | -2.0% |
| 30D | -0.7% | -9.9% | +9.2% | +1.6% |
| 3M | -4.0% | 0.0% | -4.0% | -4.9% |
| 6M | -6.3% | -22.9% | +16.6% | -1.0% |
| YTD | +39.7% | -40.9% | +80.6% | +59.0% |
| 1Y | +78.1% | -40.4% | +118.5% | +101.6% |
| 3Y | -29.5% | -25.4% | -4.1% | -26.4% |
| 5Y | +65.3% | -64.8% | +130.2% | +143.1% |
| All | +65.3% | -65.9% | +131.2% | +143.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling