-42.2%
RIG vs FTI
+305.3%
-347.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.7% |
| 7D | -3.1% | -4.4% | +1.3% | +1.0% |
| 30D | -0.5% | +1.5% | -2.0% | -2.2% |
| 3M | -6.0% | +8.2% | -14.2% | -13.2% |
| 6M | -10.1% | +18.8% | -29.0% | -24.4% |
| YTD | +37.3% | +71.7% | -34.4% | -19.0% |
| 1Y | +73.9% | +90.0% | -16.1% | -7.2% |
| 3Y | -30.2% | +270.5% | -300.7% | -81.0% |
| 5Y | +62.5% | +1,084.5% | -1,022.1% | -86.1% |
| All | -42.2% | +305.3% | -347.5% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling