-30.2%
RIG vs FITB
+130.4%
-160.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.0% |
| 7D | -3.1% | -0.3% | -2.8% | -2.9% |
| 30D | -0.5% | -5.7% | +5.1% | +2.4% |
| 3M | -6.0% | +3.2% | -9.1% | -8.3% |
| 6M | -10.1% | +23.4% | -33.5% | -22.0% |
| YTD | +37.3% | +18.8% | +18.5% | +21.1% |
| 1Y | +73.9% | +25.0% | +49.0% | +47.4% |
| 3Y | -30.2% | +131.2% | -161.4% | -56.4% |
| All | -30.2% | +130.4% | -160.6% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling