+76.2%
RIG vs FLUT
-65.9%
+142.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -8.2% | -2.6% | -5.6% | -8.2% |
| 30D | -0.2% | +5.4% | -5.5% | -0.2% |
| 3M | -2.7% | -10.8% | +8.0% | -2.5% |
| 6M | -7.5% | -9.2% | +1.8% | -7.6% |
| YTD | +38.3% | -53.8% | +92.1% | +50.1% |
| All | +76.2% | -65.9% | +142.2% | +89.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling