-41.3%
DKS vs FIGR
+6.3%
-47.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.4% | -11.3% | -5.2% |
| 7D | -0.4% | +13.5% | -14.0% | -1.0% |
| 30D | -36.6% | +33.7% | -70.3% | -38.2% |
| 3M | -37.6% | +37.3% | -75.0% | -39.5% |
| 6M | -32.1% | +25.5% | -57.6% | -34.0% |
| YTD | -32.3% | -6.3% | -26.0% | -33.3% |
| All | -41.3% | +6.3% | -47.6% | -42.0% |
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