-52.0%
FIG vs D
+15.6%
-67.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | +3.4% | -1.4% | +4.8% | +3.3% |
| 30D | -9.5% | +7.7% | -17.2% | -8.5% |
| 3M | -26.2% | -0.3% | -25.9% | -26.8% |
| 6M | +2.7% | +10.1% | -7.4% | +4.6% |
| YTD | -48.0% | +19.1% | -67.0% | -44.0% |
| 1Y | -52.0% | +15.9% | -68.0% | -49.0% |
| All | -52.0% | +15.6% | -67.7% | -49.0% |
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