-29.6%
RIG vs FLUT
-42.5%
+12.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.7% | +3.8% | -6.5% | -3.1% |
| 30D | +9.5% | +6.3% | +3.2% | +8.6% |
| 3M | -6.6% | -4.0% | -2.6% | -6.6% |
| 6M | -2.9% | -10.3% | +7.4% | -2.3% |
| YTD | +39.5% | -53.2% | +92.6% | +56.6% |
| 1Y | +82.3% | -65.0% | +147.3% | +115.8% |
| 3Y | -29.6% | -43.9% | +14.3% | -23.2% |
| All | -29.6% | -42.5% | +12.9% | -23.2% |
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 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