-83.7%
FIG vs RL
+25.4%
-109.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.1% |
| 7D | -13.1% | -4.2% | -9.0% | -12.5% |
| 30D | -13.0% | +4.3% | -17.3% | -12.0% |
| 3M | -21.5% | -4.6% | -16.9% | -20.9% |
| 6M | -2.5% | +1.7% | -4.2% | -1.0% |
| YTD | -49.7% | +7.3% | -57.0% | -50.1% |
| 1Y | -59.1% | +20.8% | -79.9% | -61.8% |
| All | -83.7% | +25.4% | -109.1% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling