-84.5%
RIG vs FIVN
+282.0%
-366.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -8.2% | -9.6% | +1.4% | -7.0% |
| 30D | -0.2% | -11.9% | +11.7% | +1.4% |
| 3M | -2.7% | +40.1% | -42.8% | -8.1% |
| 6M | -7.5% | +68.3% | -75.8% | -15.9% |
| YTD | +38.3% | +51.5% | -13.2% | +26.9% |
| 1Y | +81.8% | +15.1% | +66.7% | +73.1% |
| 3Y | -30.2% | -55.6% | +25.4% | -26.8% |
| 5Y | +59.9% | -82.4% | +142.4% | +78.8% |
| 10Y | -41.9% | +114.5% | -156.4% | -50.2% |
| All | -84.5% | +282.0% | -366.5% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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