-40.5%
RIG vs FITB
+1,141.4%
-1,182.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | +13.8% | -4.7% | +18.6% | +15.4% |
| 3M | -6.4% | +6.7% | -13.1% | -8.6% |
| 6M | -8.2% | +12.6% | -20.7% | -12.2% |
| YTD | +41.6% | +19.1% | +22.5% | +32.9% |
| 1Y | +88.7% | +22.6% | +66.1% | +75.0% |
| 3Y | -30.9% | +127.1% | -158.0% | -46.7% |
| 5Y | +57.7% | +71.8% | -14.1% | +32.1% |
| 10Y | -39.3% | +287.2% | -326.4% | -56.3% |
| All | -40.5% | +1,141.4% | -1,182.0% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling