+20.1%
DOC vs FIGR
-36.1%
+56.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.0% | +3.0% |
| 7D | +8.7% | -1.3% | +10.1% | +8.7% |
| 30D | +7.6% | -17.6% | +25.2% | +8.0% |
| 3M | -5.3% | -16.7% | +11.5% | -5.0% |
| 6M | +27.6% | -36.1% | +63.7% | +28.4% |
| YTD | +32.4% | -43.6% | +76.0% | +33.8% |
| 1Y | +22.9% | -39.8% | +62.7% | +24.3% |
| All | +20.1% | -36.1% | +56.2% | +22.6% |
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