+65.3%
RIG vs FTI
+1,109.5%
-1,044.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +3.7% |
| 7D | -4.2% | -5.6% | +1.5% | +1.0% |
| 30D | -0.7% | +0.4% | -1.1% | -1.3% |
| 3M | -4.0% | +8.1% | -12.1% | -10.9% |
| 6M | -6.3% | +16.7% | -23.0% | -19.3% |
| YTD | +39.7% | +70.0% | -30.3% | -15.0% |
| 1Y | +78.1% | +85.4% | -7.4% | -0.4% |
| 3Y | -29.5% | +265.9% | -295.4% | -79.6% |
| 5Y | +65.3% | +1,072.7% | -1,007.4% | -85.5% |
| All | +65.3% | +1,109.5% | -1,044.2% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling