+45.2%
DAL vs FIGR
-28.7%
+73.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.1% | -11.3% | -5.7% |
| 7D | +1.4% | +22.8% | -21.4% | -0.4% |
| 30D | +9.1% | -5.8% | +14.9% | +9.2% |
| 3M | -3.5% | -16.3% | +12.8% | -2.8% |
| 6M | +23.4% | -35.0% | +58.4% | +25.5% |
| YTD | +26.0% | -37.1% | +63.2% | +26.6% |
| 1Y | +44.6% | -31.2% | +75.8% | +44.4% |
| All | +45.2% | -28.7% | +73.9% | +47.7% |
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