-58.7%
FIG vs O
+7.4%
-66.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.8% |
| 7D | -14.5% | -2.3% | -12.2% | -15.2% |
| 30D | -13.3% | -2.4% | -10.9% | -14.1% |
| 3M | +7.4% | -0.6% | +8.0% | +8.5% |
| 6M | -27.8% | -5.0% | -22.8% | -29.0% |
| YTD | -41.1% | +10.4% | -51.5% | -40.4% |
| 1Y | -58.7% | +6.6% | -65.3% | -59.3% |
| All | -58.7% | +7.4% | -66.1% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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