-80.8%
FIG vs RRX
+3.6%
-84.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.3% |
| 7D | -12.2% | -3.7% | -8.5% | -12.8% |
| 30D | -11.0% | -9.3% | -1.7% | -12.3% |
| 3M | +11.9% | -21.8% | +33.7% | +7.1% |
| 6M | -21.9% | -22.0% | +0.1% | -26.2% |
| YTD | -40.8% | +11.9% | -52.7% | -51.4% |
| 1Y | -56.6% | +11.6% | -68.2% | -64.5% |
| All | -80.8% | +3.6% | -84.4% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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