-31.5%
DASH vs FIGR
-35.2%
+3.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.9% |
| 7D | -2.8% | +5.6% | -8.4% | -3.4% |
| 30D | -9.3% | -18.2% | +8.9% | -7.2% |
| 3M | -15.1% | -19.0% | +4.0% | -13.9% |
| 6M | +8.7% | -38.0% | +46.7% | +12.8% |
| YTD | -21.3% | -42.9% | +21.6% | -21.8% |
| 1Y | -12.7% | -37.9% | +25.3% | -15.6% |
| All | -31.5% | -35.2% | +3.7% | -34.5% |
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 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