-58.5%
FIG vs RNG
+128.1%
-186.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | -3.8% | -6.1% | +2.3% | -1.1% |
| 30D | -2.3% | +9.6% | -11.9% | -6.0% |
| 3M | +20.0% | +83.3% | -63.4% | -6.7% |
| 6M | -16.7% | +77.9% | -94.6% | -34.0% |
| YTD | -37.9% | +139.9% | -177.8% | -56.0% |
| 1Y | -58.5% | +121.7% | -180.2% | -69.7% |
| All | -58.5% | +128.1% | -186.6% | -69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling