-79.1%
FIG vs D
+20.3%
-99.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -4.4% |
| 7D | -16.3% | +1.5% | -17.8% | -16.1% |
| 30D | -14.3% | -2.6% | -11.7% | -14.7% |
| 3M | +7.2% | 0.0% | +7.1% | +7.4% |
| 6M | -18.6% | +7.4% | -26.0% | -17.5% |
| YTD | -35.5% | +15.9% | -51.3% | -33.3% |
| 1Y | -55.8% | +18.1% | -73.9% | -54.7% |
| All | -79.1% | +20.3% | -99.4% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling