-79.1%
FIG vs RIG
+101.7%
-180.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.5% | -3.9% |
| 7D | -16.3% | +0.9% | -17.2% | -16.5% |
| 30D | -14.3% | +13.8% | -28.1% | -16.1% |
| 3M | +7.2% | -6.4% | +13.6% | +8.2% |
| 6M | -18.6% | -8.2% | -10.5% | -17.2% |
| YTD | -35.5% | +41.6% | -77.1% | -39.2% |
| 1Y | -55.8% | +88.7% | -144.5% | -59.5% |
| All | -79.1% | +101.7% | -180.8% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling