-1.6%
DOCU vs FIGR
-41.9%
+40.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.2% | +7.2% | -1.6% |
| 7D | -3.2% | -11.4% | +8.2% | -2.8% |
| 30D | +15.7% | -23.6% | +39.3% | +16.7% |
| 3M | +37.3% | -27.3% | +64.5% | +38.1% |
| 6M | +63.1% | -44.0% | +107.1% | +65.9% |
| YTD | +15.4% | -48.8% | +64.2% | +16.3% |
| 1Y | +11.3% | -46.0% | +57.3% | +11.1% |
| All | -1.6% | -41.9% | +40.3% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling