-80.9%
FIG vs O
+12.7%
-93.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.9% |
| 7D | -14.5% | -2.3% | -12.2% | -15.3% |
| 30D | -13.3% | -2.4% | -10.9% | -14.2% |
| 3M | +7.4% | -0.6% | +8.0% | +8.3% |
| 6M | -27.8% | -5.0% | -22.8% | -29.4% |
| YTD | -41.1% | +10.4% | -51.5% | -38.5% |
| 1Y | -58.7% | +6.6% | -65.3% | -58.7% |
| All | -80.9% | +12.7% | -93.7% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling