-13.5%
F vs DAR
-36.3%
+22.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.4% |
| 7D | -0.2% | -3.8% | +3.6% | +0.7% |
| 30D | +0.9% | -14.4% | +15.3% | +4.8% |
| 3M | -11.3% | -17.9% | +6.6% | -7.3% |
| 6M | +2.0% | -18.3% | +20.3% | +6.3% |
| YTD | -3.2% | +43.2% | -46.4% | -15.4% |
| 1Y | -3.5% | +57.7% | -61.2% | -18.2% |
| 3Y | +48.1% | +22.7% | +25.4% | +29.0% |
| 5Y | -13.5% | -34.0% | +20.5% | -1.0% |
| All | -13.5% | -36.3% | +22.8% | -1.0% |
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