-80.9%
FIG vs RL
+11.5%
-92.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | +0.1% | -3.4% |
| 7D | -14.5% | -0.3% | -14.2% | -14.4% |
| 30D | -13.3% | -17.5% | +4.2% | -14.0% |
| 3M | +7.4% | -14.0% | +21.4% | +6.7% |
| 6M | -27.8% | -2.0% | -25.8% | -30.7% |
| YTD | -41.1% | -4.6% | -36.5% | -42.6% |
| 1Y | -58.7% | +9.5% | -68.2% | -61.8% |
| All | -80.9% | +11.5% | -92.4% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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