-96.2%
DFNS vs FIGR
-32.9%
-63.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +6.1% | -25.5% | -23.4% |
| 7D | -12.7% | +22.8% | -35.5% | -27.3% |
| 30D | -65.2% | -5.8% | -59.4% | -64.8% |
| 3M | -94.6% | -16.3% | -78.2% | -94.3% |
| 6M | -96.2% | -35.0% | -61.2% | -94.8% |
| All | -96.2% | -32.9% | -63.3% | -94.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling