-80.3%
FIG vs RSG
-3.4%
-76.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.6% |
| 7D | -16.4% | -0.7% | -15.6% | -16.2% |
| 30D | -2.3% | +3.3% | -5.6% | -3.3% |
| 3M | +7.8% | +8.5% | -0.6% | +6.8% |
| 6M | -21.8% | -3.5% | -18.3% | -19.9% |
| YTD | -39.1% | +5.5% | -44.6% | -38.0% |
| 1Y | -56.6% | -1.7% | -54.9% | -53.4% |
| All | -80.3% | -3.4% | -76.9% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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