+93.4%
DOCN vs FIGR
-41.9%
+135.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -9.2% | -6.6% | -13.8% |
| 7D | -29.3% | -11.4% | -17.9% | -27.2% |
| 30D | -46.0% | -23.6% | -22.5% | -42.7% |
| 3M | -43.2% | -27.3% | -15.9% | -39.1% |
| 6M | -53.7% | -44.0% | -9.8% | -48.9% |
| YTD | +46.9% | -48.8% | +95.7% | +56.1% |
| 1Y | +54.3% | -46.0% | +100.3% | +61.0% |
| All | +93.4% | -41.9% | +135.3% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling