+59.9%
RIG vs FIVE
+35.6%
+24.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.2% |
| 7D | -8.2% | +1.7% | -9.9% | -8.6% |
| 30D | -0.2% | +5.0% | -5.2% | -1.8% |
| 3M | -2.7% | +29.5% | -32.2% | -9.7% |
| 6M | -7.5% | +12.4% | -19.9% | -11.9% |
| YTD | +38.3% | +31.2% | +7.1% | +26.0% |
| 1Y | +81.8% | +72.9% | +9.0% | +53.7% |
| 3Y | -30.2% | +53.0% | -83.2% | -43.9% |
| 5Y | +59.9% | +34.2% | +25.8% | +34.9% |
| All | +59.9% | +35.6% | +24.3% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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