-80.3%
FIG vs RBA
-24.1%
-56.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.0% | -3.7% | -5.3% |
| 7D | -16.4% | -1.1% | -15.3% | -16.2% |
| 30D | -2.3% | -13.2% | +10.9% | 0.0% |
| 3M | +7.8% | -21.4% | +29.2% | +10.0% |
| 6M | -21.8% | -20.9% | -1.0% | -20.8% |
| YTD | -39.1% | -19.9% | -19.3% | -37.1% |
| 1Y | -56.6% | -28.7% | -28.0% | -60.1% |
| All | -80.3% | -24.1% | -56.2% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RBA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling