-22.2%
FIGR vs RVTY
+91.8%
-114.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.2% | +3.9% |
| 7D | +5.1% | -0.7% | +5.8% | +5.7% |
| 30D | -15.0% | +1.7% | -16.7% | -15.4% |
| 3M | -13.1% | +36.8% | -49.9% | -25.3% |
| 6M | -37.9% | +60.1% | -98.0% | -51.3% |
| YTD | -40.8% | +64.0% | -104.7% | -53.9% |
| 1Y | -33.1% | +68.2% | -101.3% | -48.9% |
| All | -22.2% | +91.8% | -114.1% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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