-50.0%
RIG vs FN
+763.2%
-813.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +1.4% |
| 7D | +4.3% | +20.8% | -16.5% | -1.7% |
| 30D | -5.8% | -17.3% | +11.5% | -2.3% |
| 3M | -6.7% | -38.1% | +31.5% | +3.5% |
| 6M | -18.7% | -44.2% | +25.6% | -9.7% |
| YTD | +28.8% | -22.3% | +51.1% | +22.7% |
| 1Y | +28.8% | -20.9% | +49.7% | +21.0% |
| 3Y | -20.0% | +111.1% | -131.1% | -53.9% |
| 5Y | +56.0% | +191.8% | -135.8% | -28.6% |
| All | -50.0% | +763.2% | -813.2% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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