+46.0%
F vs DAR
+33.7%
+12.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.1% |
| 7D | -3.1% | +11.6% | -14.7% | -4.6% |
| 30D | 0.0% | -10.2% | +10.3% | +1.5% |
| 3M | -13.2% | -14.8% | +1.6% | -11.5% |
| 6M | -10.2% | -10.1% | -0.1% | -9.4% |
| YTD | -4.9% | +55.5% | -60.5% | -14.2% |
| 1Y | -6.1% | +61.7% | -67.8% | -15.9% |
| 3Y | +46.0% | +37.2% | +8.8% | +32.9% |
| All | +46.0% | +33.7% | +12.3% | +32.9% |
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