+44.7%
DG vs FIGR
-41.8%
+86.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.2% | +4.4% | +8.4% |
| 7D | +12.3% | -1.3% | +13.6% | +12.3% |
| 30D | +19.3% | -17.6% | +36.9% | +19.8% |
| 3M | +11.9% | -16.7% | +28.6% | +12.0% |
| 6M | +25.0% | -36.1% | +61.1% | +26.0% |
| YTD | +8.7% | -43.6% | +52.4% | +6.5% |
| 1Y | +44.7% | -39.8% | +84.5% | +37.5% |
| All | +44.7% | -41.8% | +86.5% | +37.5% |
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