+45.4%
DVN vs FIGR
+1.6%
+43.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +1.9% |
| 7D | +2.5% | +1.0% | +1.5% | +2.6% |
| 30D | +10.2% | +31.4% | -21.2% | +12.3% |
| 3M | +8.1% | +30.3% | -22.2% | +10.4% |
| 6M | +15.9% | -7.6% | +23.5% | +17.3% |
| YTD | +38.2% | -10.5% | +48.7% | +38.8% |
| All | +45.4% | +1.6% | +43.8% | +50.3% |
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