+7.4%
DLR vs FIGR
-32.8%
+40.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.1% |
| 7D | -2.0% | +5.1% | -7.1% | -2.3% |
| 30D | +0.5% | -15.0% | +15.5% | +1.1% |
| 3M | -4.4% | -13.1% | +8.7% | -4.1% |
| 6M | -6.4% | -37.9% | +31.5% | -5.0% |
| YTD | +19.5% | -40.8% | +60.2% | +19.6% |
| 1Y | +10.5% | -33.1% | +43.6% | +9.5% |
| All | +7.4% | -32.8% | +40.2% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling