+114.2%
DOCN vs FIGR
-31.9%
+146.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.9% | +0.1% | +6.2% |
| 7D | -12.8% | +12.5% | -25.3% | -14.9% |
| 30D | -41.9% | -14.1% | -27.8% | -40.0% |
| 3M | -36.9% | -14.3% | -22.6% | -34.8% |
| 6M | -52.2% | -34.8% | -17.4% | -49.1% |
| YTD | +62.7% | -40.0% | +102.7% | +66.8% |
| 1Y | +58.2% | -32.9% | +91.2% | +57.4% |
| All | +114.2% | -31.9% | +146.1% | +108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling