+331.3%
DELL vs FIGR
+6.3%
+325.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.6% | +1.6% |
| 7D | +25.6% | +13.5% | +12.1% | +24.9% |
| 30D | +17.7% | +33.7% | -16.0% | +16.3% |
| 3M | +33.4% | +37.3% | -3.9% | +31.6% |
| 6M | +266.2% | +25.5% | +240.7% | +262.0% |
| YTD | +328.0% | -6.3% | +334.3% | +319.0% |
| All | +331.3% | +6.3% | +325.0% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling