-1.8%
RMBS vs FIGR
-3.1%
+1.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +3.0% |
| 7D | +1.8% | -3.0% | +4.8% | +2.4% |
| 30D | -13.9% | +13.7% | -27.6% | -17.4% |
| 3M | -39.8% | +23.9% | -63.7% | -43.7% |
| 6M | -6.0% | -8.4% | +2.4% | -7.2% |
| YTD | -5.4% | -14.6% | +9.3% | -8.7% |
| 1Y | -1.8% | +12.1% | -13.9% | -15.0% |
| All | -1.8% | -3.1% | +1.3% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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