+39.7%
RIG vs FTV
+37.8%
+2.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.3% | -9.9% | -7.8% |
| 7D | -18.8% | +6.6% | -25.4% | -19.3% |
| 30D | -1.1% | +19.1% | -20.2% | -3.1% |
| 3M | +4.4% | +13.1% | -8.7% | +2.8% |
| 6M | -20.8% | +14.0% | -34.8% | -22.5% |
| YTD | +32.0% | +24.2% | +7.8% | +20.6% |
| 1Y | +39.7% | +36.4% | +3.4% | +30.0% |
| All | +39.7% | +37.8% | +2.0% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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