+49.3%
RRC vs FIGR
-32.8%
+82.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.4% | +1.5% |
| 7D | -0.5% | +5.1% | -5.5% | -0.2% |
| 30D | +25.2% | -15.0% | +40.2% | +24.8% |
| 3M | +27.8% | -13.1% | +40.9% | +27.6% |
| 6M | +27.2% | -37.9% | +65.1% | +26.3% |
| YTD | +48.2% | -40.8% | +88.9% | +47.2% |
| 1Y | +34.7% | -33.1% | +67.8% | +32.0% |
| All | +49.3% | -32.8% | +82.1% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling