-49.6%
RIG vs FN
+837.6%
-887.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.9% | -13.2% | -4.7% |
| 7D | -17.0% | +16.3% | -33.3% | -21.4% |
| 30D | -6.2% | -24.7% | +18.6% | 0.0% |
| 3M | -1.7% | -34.9% | +33.2% | +7.1% |
| 6M | -19.2% | -41.1% | +21.9% | -11.7% |
| YTD | +25.2% | -19.6% | +44.8% | +18.2% |
| 1Y | +29.9% | -18.5% | +48.4% | +21.2% |
| 3Y | -21.3% | +119.1% | -140.4% | -55.0% |
| 5Y | +40.5% | +206.9% | -166.5% | -36.7% |
| 10Y | -49.6% | +826.4% | -876.0% | -84.4% |
| All | -49.6% | +837.6% | -887.1% | -84.4% |
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