-25.0%
FIGR vs DAR
+64.6%
-89.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -4.5% |
| 7D | +5.6% | -3.8% | +9.4% | +6.2% |
| 30D | -18.2% | -14.4% | -3.8% | -16.3% |
| 3M | -19.0% | -17.9% | -1.1% | -17.2% |
| 6M | -38.0% | -18.3% | -19.7% | -37.1% |
| YTD | -42.9% | +43.2% | -86.1% | -52.3% |
| 1Y | -37.9% | +57.7% | -95.6% | -50.7% |
| All | -25.0% | +64.6% | -89.6% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling