+34.4%
RIG vs FN
-33.3%
+67.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -8.9% | +1.7% |
| 7D | -24.5% | 0.0% | -24.4% | -24.5% |
| 30D | -2.8% | -34.3% | +31.5% | +0.5% |
| 3M | +1.6% | -39.9% | +41.4% | +5.9% |
| 6M | -15.9% | -51.8% | +35.9% | -10.0% |
| YTD | +26.9% | -28.1% | +55.0% | +22.1% |
| 1Y | +34.4% | -29.1% | +63.4% | +28.2% |
| All | +34.4% | -33.3% | +67.7% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling