+143.3%
DELL vs FIGR
-41.8%
+185.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.2% | -13.0% | -8.9% |
| 7D | -24.6% | -1.3% | -23.3% | -24.5% |
| 30D | -32.5% | -17.6% | -14.9% | -32.2% |
| 3M | -20.2% | -16.7% | -3.5% | -19.8% |
| 6M | +76.5% | -36.1% | +112.6% | +75.8% |
| YTD | +198.9% | -43.6% | +242.6% | +196.4% |
| 1Y | +143.3% | -39.8% | +183.2% | +137.0% |
| All | +143.3% | -41.8% | +185.2% | +137.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling