-86.6%
RIG vs FN
+3,270.0%
-3,356.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.4% | +1.2% |
| 7D | -2.6% | +8.0% | -10.6% | -4.7% |
| 30D | -5.2% | -19.1% | +14.0% | -1.8% |
| 3M | -8.6% | -29.8% | +21.2% | -3.7% |
| 6M | -18.9% | -43.2% | +24.3% | -12.0% |
| YTD | +28.6% | -18.9% | +47.5% | +23.9% |
| 1Y | +25.5% | -17.9% | +43.4% | +20.0% |
| 3Y | -20.2% | +120.1% | -140.3% | -45.1% |
| 5Y | +53.9% | +206.7% | -152.8% | -7.8% |
| 10Y | -48.8% | +804.7% | -853.5% | -75.9% |
| All | -86.6% | +3,270.0% | -3,356.5% | -95.6% |
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 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