-79.9%
FIG vs RNG
+162.3%
-242.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | -3.8% | -6.1% | +2.3% | -1.2% |
| 30D | -2.3% | +9.6% | -11.9% | -5.9% |
| 3M | +20.0% | +83.3% | -63.4% | -6.4% |
| 6M | -16.7% | +77.9% | -94.6% | -33.8% |
| YTD | -37.9% | +139.9% | -177.8% | -56.2% |
| 1Y | -58.5% | +121.7% | -180.2% | -70.0% |
| All | -79.9% | +162.3% | -242.2% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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