-58.7%
FIG vs RRC
+23.3%
-82.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -14.5% | -1.7% | -12.7% | -14.0% |
| 30D | -13.3% | +3.6% | -16.9% | -14.3% |
| 3M | +7.4% | +8.8% | -1.4% | +3.8% |
| 6M | -27.8% | +0.8% | -28.6% | -29.2% |
| YTD | -41.1% | +19.0% | -60.1% | -45.0% |
| 1Y | -58.7% | +22.9% | -81.6% | -56.8% |
| All | -58.7% | +23.3% | -82.0% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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