-83.7%
FIG vs RRC
+35.5%
-119.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.6% |
| 7D | -13.1% | -10.8% | -2.3% | -11.0% |
| 30D | -13.0% | +22.3% | -35.3% | -18.1% |
| 3M | -21.5% | +26.6% | -48.1% | -26.9% |
| 6M | -2.5% | +18.9% | -21.4% | -8.0% |
| YTD | -49.7% | +39.2% | -88.9% | -55.3% |
| 1Y | -59.1% | +34.0% | -93.0% | -63.4% |
| All | -83.7% | +35.5% | -119.2% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling