-18.7%
RIG vs FLUT
-45.4%
+26.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.6% |
| 7D | +4.3% | -1.2% | +5.5% | +4.4% |
| 30D | -5.8% | +5.0% | -10.8% | -6.5% |
| 3M | -6.7% | -16.4% | +9.8% | -5.1% |
| 6M | -18.7% | -14.6% | -4.1% | -18.0% |
| YTD | +28.8% | -61.9% | +90.7% | +47.5% |
| 1Y | +28.8% | -65.0% | +93.9% | +49.6% |
| All | -18.7% | -45.4% | +26.7% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling