-83.2%
FIG vs RL
+28.7%
-111.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.9% |
| 7D | +3.4% | +2.6% | +0.8% | +3.2% |
| 30D | -9.5% | +2.9% | -12.4% | -8.8% |
| 3M | -26.2% | 0.0% | -26.2% | -25.7% |
| 6M | +2.7% | +17.1% | -14.4% | +1.6% |
| YTD | -48.0% | +10.1% | -58.1% | -48.5% |
| 1Y | -52.0% | +17.3% | -69.4% | -54.4% |
| All | -83.2% | +28.7% | -111.8% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling