-80.3%
FIG vs RRX
+8.4%
-88.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.2% | -5.6% |
| 7D | -16.4% | +4.3% | -20.6% | -15.7% |
| 30D | -2.3% | -8.0% | +5.7% | -3.5% |
| 3M | +7.8% | -22.0% | +29.8% | +3.9% |
| 6M | -21.8% | -11.9% | -10.0% | -27.1% |
| YTD | -39.1% | +17.1% | -56.2% | -49.7% |
| 1Y | -56.6% | +14.9% | -71.5% | -64.1% |
| All | -80.3% | +8.4% | -88.7% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling