-80.3%
FIG vs RIG
+98.6%
-178.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.5% | -4.1% | -5.4% |
| 7D | -16.4% | -2.7% | -13.7% | -16.0% |
| 30D | -2.3% | +9.5% | -11.8% | -3.7% |
| 3M | +7.8% | -6.6% | +14.5% | +8.9% |
| 6M | -21.8% | -2.9% | -19.0% | -20.7% |
| YTD | -39.1% | +39.5% | -78.6% | -42.5% |
| 1Y | -56.6% | +82.3% | -138.9% | -60.3% |
| All | -80.3% | +98.6% | -178.9% | -82.0% |
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