-47.9%
RIG vs FITB
+212.2%
-260.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.3% |
| 7D | +5.7% | +2.8% | +3.0% | +3.5% |
| 30D | -0.7% | +9.8% | -10.5% | -8.1% |
| 3M | -3.1% | -5.2% | +2.0% | +0.3% |
| 6M | -16.3% | +17.3% | -33.6% | -27.6% |
| YTD | +34.1% | +19.3% | +14.8% | +12.1% |
| 1Y | +38.2% | +32.7% | +5.5% | +5.3% |
| 3Y | -15.3% | +141.6% | -156.9% | -61.4% |
| 5Y | +62.5% | +48.9% | +13.6% | +3.6% |
| All | -47.9% | +212.2% | -260.1% | -81.1% |
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