+11.5%
DRI vs FIGR
-29.9%
+41.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +0.4% |
| 7D | +1.1% | +11.0% | -9.9% | +1.0% |
| 30D | +9.7% | +0.7% | +9.0% | +9.7% |
| 3M | +3.2% | -20.9% | +24.1% | +3.1% |
| 6M | +20.6% | -37.7% | +58.3% | +20.3% |
| YTD | +28.3% | -38.2% | +66.5% | +29.0% |
| 1Y | +34.5% | -27.1% | +61.6% | +37.4% |
| All | +11.5% | -29.9% | +41.4% | +19.1% |
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