+116.4%
DOCN vs FIGR
-41.8%
+158.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.2% | -11.3% | -8.0% |
| 7D | -20.0% | -1.3% | -18.7% | -19.8% |
| 30D | -38.8% | -17.6% | -21.2% | -36.3% |
| 3M | -34.8% | -16.7% | -18.1% | -32.2% |
| 6M | -22.8% | -36.1% | +13.3% | -17.5% |
| YTD | +74.6% | -43.6% | +118.2% | +80.4% |
| 1Y | +116.4% | -39.8% | +156.3% | +120.5% |
| All | +116.4% | -41.8% | +158.3% | +120.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling