-1.9%
RMBS vs FIGR
+6.3%
-8.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +0.1% |
| 7D | +3.0% | +13.5% | -10.6% | -0.4% |
| 30D | -14.4% | +33.7% | -48.1% | -21.1% |
| 3M | -42.8% | +37.3% | -80.2% | -47.8% |
| 6M | -1.4% | +25.5% | -26.9% | -10.7% |
| YTD | -5.4% | -6.3% | +0.9% | -10.8% |
| All | -1.9% | +6.3% | -8.2% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling