-83.6%
FIG vs RNG
+189.3%
-272.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.7% |
| 7D | +2.6% | +2.3% | +0.3% | +1.6% |
| 30D | -13.1% | -3.4% | -9.7% | -11.8% |
| 3M | -20.3% | +20.9% | -41.2% | -26.6% |
| 6M | -2.1% | +82.2% | -84.3% | -23.7% |
| YTD | -49.4% | +164.6% | -214.0% | -65.9% |
| 1Y | -57.0% | +177.0% | -234.0% | -71.5% |
| All | -83.6% | +189.3% | -272.9% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling