-99.7%
DFNS vs FIGR
-29.5%
-70.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +6.1% | -25.5% | -21.2% |
| 7D | -12.7% | +22.8% | -35.5% | -19.2% |
| 30D | -65.2% | -5.8% | -59.4% | -65.1% |
| 3M | -94.6% | -16.3% | -78.2% | -94.3% |
| 6M | -96.2% | -35.0% | -61.2% | -95.9% |
| YTD | -99.6% | -37.1% | -62.5% | -99.6% |
| 1Y | -99.7% | -31.2% | -68.5% | -99.7% |
| All | -99.7% | -29.5% | -70.2% | -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 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