-52.8%
DOCS vs FIGR
-41.9%
-10.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.2% | +4.9% | -3.8% |
| 7D | -1.3% | -11.4% | +10.1% | -0.8% |
| 30D | +19.4% | -23.6% | +43.0% | +20.7% |
| 3M | +53.4% | -27.3% | +80.7% | +54.6% |
| 6M | +28.8% | -44.0% | +72.7% | +30.2% |
| YTD | -25.1% | -48.8% | +23.8% | -25.0% |
| 1Y | -48.1% | -46.0% | -2.2% | -48.4% |
| All | -52.8% | -41.9% | -10.8% | -52.8% |
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 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