+82.3%
RIG vs FN
+11.2%
+71.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.8% |
| 7D | -2.7% | +3.5% | -6.2% | -3.2% |
| 30D | +9.5% | -26.0% | +35.5% | +13.3% |
| 3M | -6.6% | -33.3% | +26.6% | -2.2% |
| 6M | -2.9% | -14.9% | +12.1% | -5.0% |
| YTD | +39.5% | -8.6% | +48.0% | +31.6% |
| 1Y | +82.3% | +12.3% | +70.0% | +53.4% |
| All | +82.3% | +11.2% | +71.1% | +53.4% |
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 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