-16.2%
DPZ vs FIGR
-34.3%
+18.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.9% | -7.9% | +0.2% |
| 7D | +3.7% | +12.5% | -8.9% | +4.1% |
| 30D | +8.0% | -14.1% | +22.1% | +7.5% |
| 3M | -4.2% | -14.3% | +10.1% | -4.3% |
| 6M | +4.6% | -34.8% | +39.4% | +3.2% |
| YTD | -18.4% | -40.0% | +21.5% | -18.8% |
| All | -16.2% | -34.3% | +18.1% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling