+32.6%
DDOG vs FIGR
-28.7%
+61.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.4% |
| 7D | +5.6% | +22.8% | -17.2% | +4.0% |
| 30D | -34.9% | -5.8% | -29.1% | -34.8% |
| 3M | -23.4% | -16.3% | -7.1% | -23.0% |
| 6M | -7.7% | -35.0% | +27.3% | -6.2% |
| YTD | +35.6% | -37.1% | +72.8% | +36.0% |
| 1Y | -3.4% | -31.2% | +27.8% | -3.6% |
| All | +32.6% | -28.7% | +61.3% | +30.3% |
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