-56.6%
FIG vs D
+19.1%
-75.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.3% | -5.6% |
| 7D | -16.4% | +0.8% | -17.1% | -16.2% |
| 30D | -2.3% | -0.7% | -1.6% | -2.4% |
| 3M | +7.8% | +2.1% | +5.7% | +8.8% |
| 6M | -21.8% | +6.8% | -28.7% | -20.6% |
| YTD | -39.1% | +16.5% | -55.7% | -36.1% |
| 1Y | -56.6% | +19.2% | -75.8% | -54.6% |
| All | -56.6% | +19.1% | -75.7% | -54.6% |
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