+98.2%
DOCN vs FIGR
-36.9%
+135.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.7% | -6.2% | +0.6% |
| 7D | -19.2% | +5.3% | -24.5% | -19.9% |
| 30D | -43.1% | -17.9% | -25.2% | -40.5% |
| 3M | -40.7% | -20.5% | -20.2% | -37.7% |
| 6M | -55.0% | -40.2% | -14.8% | -51.1% |
| YTD | +50.6% | -44.4% | +95.0% | +57.0% |
| 1Y | +54.0% | -36.3% | +90.3% | +54.9% |
| All | +98.2% | -36.9% | +135.1% | +96.6% |
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 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