-41.2%
RIG vs FITB
+288.7%
-329.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.7% |
| 7D | -4.2% | -1.0% | -3.2% | -3.4% |
| 30D | -0.7% | -5.5% | +4.8% | +3.5% |
| 3M | -4.0% | +4.1% | -8.1% | -7.9% |
| 6M | -6.3% | +18.7% | -25.1% | -20.4% |
| YTD | +39.7% | +18.2% | +21.5% | +18.3% |
| 1Y | +78.1% | +23.7% | +54.4% | +44.0% |
| 3Y | -29.5% | +130.8% | -160.2% | -66.7% |
| 5Y | +65.3% | +69.8% | -4.4% | -5.4% |
| All | -41.2% | +288.7% | -329.9% | -78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling