-51.7%
FIG vs RIG
+43.0%
-94.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -7.6% | +12.9% | +6.3% |
| 7D | -4.7% | -18.8% | +14.1% | -1.9% |
| 30D | +0.5% | -1.1% | +1.6% | -0.2% |
| 3M | -18.4% | +4.4% | -22.8% | -19.9% |
| 6M | +10.9% | -20.8% | +31.7% | +15.0% |
| YTD | -40.8% | +32.0% | -72.7% | -45.6% |
| 1Y | -51.7% | +39.7% | -91.4% | -57.9% |
| All | -51.7% | +43.0% | -94.7% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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