-79.1%
FIG vs RBA
-22.6%
-56.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.4% |
| 7D | -16.3% | -2.9% | -13.4% | -15.8% |
| 30D | -14.3% | -12.3% | -2.0% | -12.4% |
| 3M | +7.2% | -20.5% | +27.7% | +9.2% |
| 6M | -18.6% | -18.5% | -0.1% | -17.9% |
| YTD | -35.5% | -18.2% | -17.2% | -33.6% |
| 1Y | -55.8% | -27.5% | -28.3% | -59.9% |
| All | -79.1% | -22.6% | -56.5% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling