-83.2%
FIG vs RBA
-11.8%
-71.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.6% |
| 7D | +3.4% | +1.7% | +1.7% | +2.9% |
| 30D | -9.5% | +8.3% | -17.8% | -11.3% |
| 3M | -26.2% | +10.5% | -36.7% | -28.2% |
| 6M | +2.7% | -5.9% | +8.6% | +0.3% |
| YTD | -48.0% | -6.9% | -41.1% | -48.2% |
| 1Y | -52.0% | -4.9% | -47.2% | -52.3% |
| All | -83.2% | -11.8% | -71.3% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling