+3.2%
DIS vs FIGR
-31.9%
+35.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.9% | -5.9% | +1.8% |
| 7D | +5.3% | +12.5% | -7.2% | +5.0% |
| 30D | +10.2% | -14.1% | +24.3% | +10.5% |
| 3M | +13.5% | -14.3% | +27.9% | +13.6% |
| 6M | +11.1% | -34.8% | +46.0% | +11.8% |
| YTD | +5.5% | -40.0% | +45.5% | +5.9% |
| 1Y | +9.1% | -32.9% | +42.1% | +9.5% |
| All | +3.2% | -31.9% | +35.1% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling