-87.6%
RIG vs FTI
+2,117.5%
-2,205.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | +0.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.5% |
| 30D | +9.5% | +12.3% | -2.8% | -0.3% |
| 3M | -6.6% | +13.8% | -20.4% | -16.0% |
| 6M | -2.9% | +24.3% | -27.2% | -18.8% |
| YTD | +39.5% | +75.8% | -36.3% | -12.0% |
| 1Y | +82.3% | +99.6% | -17.4% | +3.5% |
| 3Y | -29.6% | +278.4% | -308.0% | -76.4% |
| 5Y | +63.2% | +1,168.7% | -1,105.5% | -78.9% |
| 10Y | -45.0% | +297.5% | -342.5% | -81.0% |
| All | -87.6% | +2,117.5% | -2,205.1% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling