+115.0%
DRAM vs FIGR
+11.2%
+103.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.3% | +6.9% |
| 7D | +6.9% | -0.2% | +7.2% | +6.8% |
| 30D | +11.1% | +25.2% | -14.1% | -0.5% |
| 3M | -9.1% | +14.8% | -24.0% | -15.7% |
| All | +115.0% | +11.2% | +103.9% | +103.1% |
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 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 · Available span rolling