+56.2%
RIG vs FLR
+238.1%
-181.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.3% |
| 7D | -3.1% | -3.5% | +0.4% | -1.6% |
| 30D | -0.5% | +4.2% | -4.7% | -2.6% |
| 3M | -6.0% | +8.1% | -14.0% | -11.4% |
| 6M | -10.1% | +21.5% | -31.7% | -22.7% |
| YTD | +37.3% | +36.8% | +0.5% | +9.9% |
| 1Y | +73.9% | +31.2% | +42.7% | +40.3% |
| 3Y | -30.2% | +53.9% | -84.1% | -56.5% |
| All | +56.2% | +238.1% | -181.9% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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