-84.0%
FIG vs RL
+27.2%
-111.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -7.3% | -9.3% | -16.2% |
| 7D | -17.4% | -4.7% | -12.7% | -16.9% |
| 30D | -15.9% | +3.6% | -19.5% | -15.1% |
| 3M | -34.5% | +0.5% | -35.0% | -33.9% |
| 6M | -5.0% | +6.6% | -11.7% | -4.5% |
| YTD | -50.7% | +8.8% | -59.5% | -51.1% |
| 1Y | -58.1% | +21.8% | -79.9% | -60.8% |
| All | -84.0% | +27.2% | -111.2% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling