+23.0%
FIGR vs COO
0.0%
+23.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.7% | +9.1% | +7.0% |
| 7D | +13.5% | -2.3% | +15.8% | +14.1% |
| 30D | +33.7% | -8.8% | +42.5% | +36.1% |
| 3M | +37.3% | +1.3% | +36.0% | +36.0% |
| 6M | +25.5% | -11.6% | +37.1% | +32.6% |
| YTD | -6.3% | -17.4% | +11.1% | +1.4% |
| All | +23.0% | 0.0% | +23.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling