-99.7%
DFNS vs FIGR
-29.9%
-69.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -4.9% |
| 7D | -6.0% | +11.0% | -16.9% | -10.2% |
| 30D | -71.2% | +0.7% | -71.9% | -71.7% |
| 3M | -94.5% | -20.9% | -73.6% | -94.1% |
| 6M | -96.5% | -37.7% | -58.8% | -96.0% |
| YTD | -99.6% | -38.2% | -61.4% | -99.6% |
| 1Y | -99.7% | -27.1% | -72.6% | -99.7% |
| All | -99.7% | -29.9% | -69.7% | -99.7% |
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