+39.7%
RIG vs FITB
+36.9%
+2.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.5% | -9.1% | -7.7% |
| 7D | -18.8% | +2.3% | -21.1% | -18.9% |
| 30D | -1.1% | +7.7% | -8.8% | -1.7% |
| 3M | +4.4% | -4.5% | +8.9% | +4.6% |
| 6M | -20.8% | +12.5% | -33.3% | -22.0% |
| YTD | +32.0% | +19.8% | +12.2% | +28.8% |
| 1Y | +39.7% | +34.1% | +5.6% | +32.9% |
| All | +39.7% | +36.9% | +2.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling