+67.4%
RIG vs FN
+169.4%
-102.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.3% | +11.4% | +5.3% |
| 7D | +5.7% | +0.3% | +5.5% | +5.4% |
| 30D | -0.7% | -16.5% | +15.8% | +1.3% |
| 3M | -3.1% | -42.1% | +39.0% | +4.1% |
| 6M | -16.3% | -52.9% | +36.6% | -7.8% |
| YTD | +34.1% | -28.0% | +62.1% | +32.4% |
| 1Y | +38.2% | -18.5% | +56.7% | +32.4% |
| 3Y | -15.3% | +93.9% | -109.2% | -36.0% |
| All | +67.4% | +169.4% | -102.0% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling