+136.0%
RNG vs FIGR
-0.1%
+136.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.9% |
| 7D | +5.8% | -0.2% | +6.0% | +5.7% |
| 30D | +19.6% | +25.2% | -5.5% | +20.2% |
| 3M | +67.0% | +14.8% | +52.2% | +67.7% |
| 6M | +88.4% | +17.9% | +70.4% | +89.9% |
| YTD | +155.5% | -11.9% | +167.4% | +156.3% |
| All | +136.0% | -0.1% | +136.1% | +131.5% |
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