-80.3%
FIG vs O
+14.4%
-94.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.8% |
| 7D | -16.4% | -0.6% | -15.8% | -16.6% |
| 30D | -2.3% | -2.0% | -0.4% | -3.1% |
| 3M | +7.8% | +3.0% | +4.8% | +11.5% |
| 6M | -21.8% | -3.6% | -18.2% | -23.2% |
| YTD | -39.1% | +12.1% | -51.2% | -36.0% |
| 1Y | -56.6% | +8.9% | -65.5% | -56.0% |
| All | -80.3% | +14.4% | -94.7% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling