+55.2%
RIG vs FN
+289.0%
-233.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -6.0% | -3.4% |
| 7D | +0.9% | -1.7% | +2.5% | +1.1% |
| 30D | +13.8% | -22.0% | +35.8% | +18.0% |
| 3M | -6.4% | -43.0% | +36.6% | +2.2% |
| 6M | -8.2% | -27.7% | +19.6% | -6.1% |
| YTD | +41.6% | -10.5% | +52.2% | +36.9% |
| 1Y | +88.7% | +12.5% | +76.2% | +72.7% |
| 3Y | -30.9% | +153.8% | -184.7% | -49.9% |
| All | +55.2% | +289.0% | -233.9% | -3.6% |
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