-80.9%
FIG vs RIG
+96.9%
-177.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -14.5% | -8.2% | -6.3% | -13.2% |
| 30D | -13.3% | -0.2% | -13.1% | -13.3% |
| 3M | +7.4% | -2.7% | +10.1% | +7.7% |
| 6M | -27.8% | -7.5% | -20.3% | -26.3% |
| YTD | -41.1% | +38.3% | -79.4% | -44.3% |
| 1Y | -58.7% | +81.8% | -140.6% | -62.1% |
| All | -80.9% | +96.9% | -177.8% | -82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling