-94.1%
DFNS vs FIGR
-18.3%
-75.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.8% | +17.6% | +13.5% |
| 7D | -37.0% | +5.6% | -42.6% | -37.6% |
| 30D | -63.4% | -18.2% | -45.2% | -61.5% |
| 3M | -94.1% | -19.0% | -75.1% | -94.1% |
| All | -94.1% | -18.3% | -75.7% | -94.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling