-26.4%
DECK vs FIGR
-36.9%
+10.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -1.5% |
| 7D | +5.8% | +5.3% | +0.5% | +5.6% |
| 30D | +7.9% | -17.9% | +25.8% | +8.4% |
| 3M | -11.4% | -20.5% | +9.1% | -11.1% |
| 6M | -16.6% | -40.2% | +23.6% | -15.9% |
| YTD | -16.4% | -44.4% | +28.0% | -17.2% |
| 1Y | +8.6% | -36.3% | +45.0% | +6.0% |
| All | -26.4% | -36.9% | +10.4% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling