-18.7%
RIG vs FN
-44.6%
+26.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | +4.3% | +20.8% | -16.5% | +3.7% |
| 30D | -5.8% | -17.3% | +11.5% | -5.9% |
| 3M | -6.7% | -38.1% | +31.5% | -5.1% |
| 6M | -18.7% | -44.2% | +25.6% | -16.8% |
| All | -18.7% | -44.6% | +26.0% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling