-58.1%
FIG vs RBA
-3.8%
-54.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -11.4% | +3.2% | -14.6% | -12.3% |
| 30D | -17.2% | +12.0% | -29.2% | -20.3% |
| 3M | -26.6% | +2.9% | -29.5% | -28.0% |
| 6M | -9.8% | -6.3% | -3.6% | -12.3% |
| YTD | -50.1% | -5.9% | -44.3% | -52.9% |
| 1Y | -58.1% | -3.9% | -54.2% | -61.0% |
| All | -58.1% | -3.8% | -54.3% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling