+59.9%
RIG vs FITB
+70.3%
-10.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -8.2% | -0.4% | -7.8% | -8.0% |
| 30D | -0.2% | -5.1% | +5.0% | +2.8% |
| 3M | -2.7% | +3.5% | -6.3% | -5.5% |
| 6M | -7.5% | +17.2% | -24.7% | -17.7% |
| YTD | +38.3% | +17.6% | +20.6% | +21.9% |
| 1Y | +81.8% | +23.4% | +58.5% | +54.5% |
| 3Y | -30.2% | +129.7% | -159.9% | -60.4% |
| 5Y | +59.9% | +68.4% | -8.5% | -12.3% |
| All | +59.9% | +70.3% | -10.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling