-46.1%
RIG vs FN
+753.0%
-799.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -8.9% | -0.6% |
| 7D | -24.5% | 0.0% | -24.4% | -25.0% |
| 30D | -2.8% | -34.3% | +31.5% | +8.0% |
| 3M | +1.6% | -39.9% | +41.4% | +13.3% |
| 6M | -15.9% | -51.8% | +35.9% | -2.2% |
| YTD | +26.9% | -28.1% | +55.0% | +24.1% |
| 1Y | +34.4% | -29.1% | +63.4% | +30.9% |
| 3Y | -21.2% | +102.4% | -123.6% | -54.0% |
| 5Y | +46.4% | +171.7% | -125.3% | -31.2% |
| All | -46.1% | +753.0% | -799.2% | -82.6% |
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