-47.9%
RIG vs FLUT
-26.8%
-21.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.2% | +4.2% |
| 7D | +5.7% | -0.7% | +6.4% | +5.8% |
| 30D | -0.7% | +9.3% | -10.0% | -1.7% |
| 3M | -3.1% | -17.5% | +14.3% | -1.6% |
| 6M | -16.3% | -14.6% | -1.7% | -15.6% |
| YTD | +34.1% | -62.3% | +96.4% | +47.3% |
| 1Y | +38.2% | -59.6% | +97.8% | +50.4% |
| 3Y | -15.3% | -45.3% | +30.0% | -11.2% |
| 5Y | +62.5% | -50.4% | +112.9% | +64.8% |
| All | -47.9% | -26.8% | -21.1% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling