-33.7%
DASH vs FIGR
-28.7%
-5.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.1% | -9.3% | -4.0% |
| 7D | -4.1% | +22.8% | -26.9% | -6.8% |
| 30D | -10.6% | -5.8% | -4.8% | -10.3% |
| 3M | -18.8% | -16.3% | -2.5% | -18.0% |
| 6M | +11.2% | -35.0% | +46.2% | +14.6% |
| YTD | -23.8% | -37.1% | +13.3% | -25.3% |
| 1Y | -12.2% | -31.2% | +19.0% | -16.4% |
| All | -33.7% | -28.7% | -5.0% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling