-99.6%
DFNS vs FIGR
-41.8%
-57.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.2% | -22.5% | -19.7% |
| 7D | -27.7% | -1.3% | -26.3% | -27.7% |
| 30D | -58.0% | -17.6% | -40.4% | -55.7% |
| 3M | -94.0% | -16.7% | -77.3% | -93.7% |
| 6M | -94.6% | -36.1% | -58.5% | -93.9% |
| YTD | -99.4% | -43.6% | -55.8% | -99.4% |
| 1Y | -99.6% | -39.8% | -59.8% | -99.6% |
| All | -99.6% | -41.8% | -57.8% | -99.6% |
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