-83.6%
FIG vs RBA
-12.6%
-71.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +2.6% | -0.5% | +3.2% | +2.7% |
| 30D | -13.1% | +6.8% | -19.9% | -14.5% |
| 3M | -20.3% | +9.5% | -29.8% | -22.4% |
| 6M | -2.1% | -8.2% | +6.1% | -3.8% |
| YTD | -49.4% | -7.7% | -41.6% | -49.5% |
| 1Y | -57.0% | -6.9% | -50.1% | -57.3% |
| All | -83.6% | -12.6% | -71.0% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling