+17.6%
FIGR vs DAR
+111.8%
-94.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.7% |
| 7D | +1.0% | +0.9% | +0.1% | +0.9% |
| 30D | +31.4% | +6.4% | +24.9% | +29.0% |
| 3M | +30.3% | +13.2% | +17.0% | +24.6% |
| 6M | -7.6% | +26.2% | -33.8% | -14.0% |
| YTD | -10.5% | +84.4% | -94.8% | -28.1% |
| All | +17.6% | +111.8% | -94.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling