+275.1%
F vs DAR
+1,348.6%
-1,073.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.8% |
| 7D | +1.4% | -8.1% | +9.4% | +2.1% |
| 30D | +2.0% | -17.1% | +19.2% | +3.7% |
| 3M | -10.4% | -12.3% | +1.9% | -9.5% |
| 6M | +9.7% | -21.8% | +31.5% | +11.8% |
| YTD | -1.2% | +40.8% | -42.0% | -4.7% |
| 1Y | 0.0% | +57.4% | -57.3% | -4.6% |
| 3Y | +41.1% | +12.1% | +29.0% | +37.1% |
| 5Y | -11.4% | -40.2% | +28.8% | -9.5% |
| 10Y | +85.0% | +280.1% | -195.1% | +64.6% |
| All | +275.1% | +1,348.6% | -1,073.5% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling