-47.9%
RIG vs FND
+58.4%
-106.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | 0.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | +9.5% | -23.6% | +33.1% | +18.9% |
| 3M | -6.6% | +4.3% | -11.0% | -10.5% |
| 6M | -2.9% | -20.3% | +17.4% | +0.6% |
| YTD | +39.5% | -21.3% | +60.8% | +44.3% |
| 1Y | +82.3% | -45.4% | +127.7% | +114.1% |
| 3Y | -29.6% | -48.9% | +19.3% | -19.0% |
| 5Y | +63.2% | -61.0% | +124.2% | +93.3% |
| All | -47.9% | +58.4% | -106.3% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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