-50.7%
RIG vs FN
+772.0%
-822.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +1.5% |
| 7D | -12.2% | -4.1% | -8.1% | -11.6% |
| 30D | -6.0% | -28.3% | +22.3% | +1.6% |
| 3M | -9.4% | -33.9% | +24.4% | -1.8% |
| 6M | -19.1% | -43.9% | +24.8% | -10.4% |
| YTD | +25.4% | -23.4% | +48.9% | +20.1% |
| 1Y | +23.3% | -25.4% | +48.7% | +18.2% |
| 3Y | -22.1% | +107.9% | -130.0% | -54.8% |
| 5Y | +50.1% | +195.1% | -144.9% | -31.8% |
| 10Y | -50.7% | +794.1% | -844.8% | -84.5% |
| All | -50.7% | +772.0% | -822.6% | -84.5% |
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