+53.9%
F vs DAR
-11.0%
+64.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.7% |
| 7D | +5.3% | +1.4% | +4.0% | +4.9% |
| 30D | +4.6% | +12.8% | -8.2% | +0.7% |
| 3M | -3.7% | +7.4% | -11.0% | -6.2% |
| 6M | +16.8% | +22.3% | -5.4% | +8.5% |
| YTD | +15.3% | +81.1% | -65.8% | -5.3% |
| 1Y | +31.0% | +106.5% | -75.5% | +2.3% |
| 3Y | +45.4% | +5.3% | +40.1% | +40.4% |
| All | +53.9% | -11.0% | +64.9% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling