-86.8%
RIG vs FN
+2,887.5%
-2,974.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -8.9% | 0.0% |
| 7D | -24.5% | 0.0% | -24.4% | -24.9% |
| 30D | -2.8% | -34.3% | +31.5% | +5.9% |
| 3M | +1.6% | -39.9% | +41.4% | +11.1% |
| 6M | -15.9% | -51.8% | +35.9% | -4.9% |
| YTD | +26.9% | -28.1% | +55.0% | +26.1% |
| 1Y | +34.4% | -29.1% | +63.4% | +33.3% |
| 3Y | -21.2% | +102.4% | -123.6% | -44.8% |
| 5Y | +46.4% | +171.7% | -125.3% | -9.5% |
| 10Y | -45.8% | +773.5% | -819.3% | -74.1% |
| All | -86.8% | +2,887.5% | -2,974.2% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling