-52.0%
FIG vs RIG
+34.1%
-86.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.3% | +2.1% |
| 7D | +3.4% | +5.7% | -2.3% | +2.4% |
| 30D | -9.5% | -0.7% | -8.7% | -10.0% |
| 3M | -26.2% | -3.1% | -23.0% | -26.5% |
| 6M | +2.7% | -16.3% | +19.0% | +5.8% |
| YTD | -48.0% | +34.1% | -82.1% | -51.5% |
| 1Y | -52.0% | +38.2% | -90.2% | -56.4% |
| All | -52.0% | +34.1% | -86.2% | -56.4% |
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