-51.7%
FIG vs D
+23.9%
-75.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.8% | +5.6% |
| 7D | -4.7% | +8.5% | -13.2% | -3.7% |
| 30D | +0.5% | +14.3% | -13.8% | +2.4% |
| 3M | -18.4% | +1.8% | -20.2% | -19.2% |
| 6M | +10.9% | +13.0% | -2.2% | +12.8% |
| YTD | -40.8% | +22.7% | -63.5% | -36.9% |
| 1Y | -51.7% | +22.6% | -74.3% | -48.6% |
| All | -51.7% | +23.9% | -75.6% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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