-41.8%
RIG vs FLUT
-10.4%
-31.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -8.2% | -2.6% | -5.6% | -8.0% |
| 30D | -0.2% | +5.4% | -5.5% | -0.8% |
| 3M | -2.7% | -10.8% | +8.0% | -1.9% |
| 6M | -7.5% | -9.2% | +1.8% | -7.1% |
| YTD | +38.3% | -53.8% | +92.1% | +49.1% |
| 1Y | +81.8% | -66.0% | +147.8% | +102.5% |
| 3Y | -30.2% | -44.7% | +14.5% | -26.9% |
| 5Y | +59.9% | -50.6% | +110.5% | +59.8% |
| All | -41.8% | -10.4% | -31.4% | -42.2% |
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