-83.2%
FIG vs RIG
+78.3%
-161.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +3.4% |
| 7D | -12.6% | -17.0% | +4.4% | -10.1% |
| 30D | -13.8% | -6.2% | -7.6% | -13.4% |
| 3M | -16.7% | -1.7% | -15.0% | -17.1% |
| 6M | -6.1% | -19.2% | +13.1% | -3.0% |
| YTD | -48.1% | +25.2% | -73.3% | -50.5% |
| 1Y | -56.2% | +29.9% | -86.1% | -58.5% |
| All | -83.2% | +78.3% | -161.5% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling