+12.1%
RIG vs FPS
-14.9%
+27.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.3% | +4.1% |
| 7D | +5.7% | +13.6% | -7.8% | +4.0% |
| 30D | -0.7% | -32.4% | +31.6% | +2.1% |
| 3M | -3.1% | -41.1% | +38.0% | +0.4% |
| 6M | -16.3% | -51.4% | +35.1% | -13.2% |
| All | +12.1% | -14.9% | +27.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling