-80.9%
FIG vs RNG
+165.0%
-245.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.9% |
| 7D | -14.5% | -4.1% | -10.4% | -13.0% |
| 30D | -13.3% | +8.6% | -22.0% | -16.2% |
| 3M | +7.4% | +78.0% | -70.6% | -15.2% |
| 6M | -27.8% | +67.0% | -94.8% | -41.7% |
| YTD | -41.1% | +142.4% | -183.5% | -58.6% |
| 1Y | -58.7% | +120.4% | -179.2% | -70.0% |
| All | -80.9% | +165.0% | -245.9% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling