+19.8%
DOC vs FIGR
-41.9%
+61.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +9.0% | -0.1% |
| 7D | +6.2% | -11.4% | +17.6% | +6.4% |
| 30D | +6.5% | -23.6% | +30.1% | +7.0% |
| 3M | -6.2% | -27.3% | +21.0% | -5.7% |
| 6M | +25.6% | -44.0% | +69.6% | +26.7% |
| YTD | +32.1% | -48.8% | +80.9% | +33.8% |
| 1Y | +20.3% | -46.0% | +66.3% | +21.9% |
| All | +19.8% | -41.9% | +61.8% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling