-69.1%
RIG vs FLUT
+2,054.3%
-2,123.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.7% |
| 7D | +0.9% | -1.6% | +2.5% | +1.0% |
| 30D | +13.8% | +7.7% | +6.1% | +13.1% |
| 3M | -6.4% | -0.7% | -5.7% | -6.7% |
| 6M | -8.2% | -11.2% | +3.0% | -7.7% |
| YTD | +41.6% | -53.4% | +95.1% | +49.7% |
| 1Y | +88.7% | -65.8% | +154.5% | +104.2% |
| 3Y | -30.9% | -44.9% | +14.1% | -28.5% |
| 5Y | +57.7% | -49.7% | +107.4% | +60.6% |
| 10Y | -39.3% | -9.7% | -29.5% | -41.2% |
| All | -69.1% | +2,054.3% | -2,123.4% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling