-84.7%
RIG vs FLR
+587.1%
-671.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | +0.7% |
| 7D | -8.2% | -3.1% | -5.1% | -6.8% |
| 30D | -0.2% | +4.9% | -5.1% | -2.7% |
| 3M | -2.7% | +10.8% | -13.5% | -10.0% |
| 6M | -7.5% | +19.7% | -27.1% | -19.7% |
| YTD | +38.3% | +38.4% | -0.1% | +10.8% |
| 1Y | +81.8% | +34.7% | +47.2% | +46.0% |
| 3Y | -30.2% | +56.7% | -86.9% | -52.2% |
| 5Y | +59.9% | +241.6% | -181.7% | -26.3% |
| 10Y | -41.9% | +20.2% | -62.1% | -61.9% |
| All | -84.7% | +587.1% | -671.8% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling