-79.1%
FIG vs D
+19.1%
-98.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -4.6% |
| 7D | -16.3% | +0.4% | -16.8% | -16.2% |
| 30D | -14.3% | -3.6% | -10.8% | -14.9% |
| 3M | +7.2% | -1.0% | +8.1% | +7.2% |
| 6M | -18.6% | +6.3% | -24.9% | -17.7% |
| YTD | -35.5% | +14.7% | -50.2% | -33.4% |
| 1Y | -55.8% | +16.9% | -72.7% | -54.7% |
| All | -79.1% | +19.1% | -98.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling