-79.1%
FIG vs RNG
+179.3%
-258.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -2.7% |
| 7D | -16.3% | +5.8% | -22.1% | -18.4% |
| 30D | -14.3% | +19.6% | -33.9% | -20.4% |
| 3M | +7.2% | +67.0% | -59.9% | -13.5% |
| 6M | -18.6% | +88.4% | -107.0% | -37.0% |
| YTD | -35.5% | +155.5% | -190.9% | -55.7% |
| 1Y | -55.8% | +141.7% | -197.5% | -69.2% |
| All | -79.1% | +179.3% | -258.4% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling