+39.0%
DVN vs FIGR
-41.8%
+80.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.2% | -11.5% | -7.0% |
| 7D | -13.9% | -1.3% | -12.6% | -13.9% |
| 30D | -8.0% | -17.6% | +9.6% | -9.2% |
| 3M | +0.8% | -16.7% | +17.5% | +0.1% |
| 6M | -12.8% | -36.1% | +23.4% | -14.4% |
| YTD | +22.7% | -43.6% | +66.4% | +19.9% |
| 1Y | +39.0% | -39.8% | +78.8% | +36.2% |
| All | +39.0% | -41.8% | +80.8% | +36.2% |
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