+105.3%
FAST vs DAR
-27.0%
+132.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.8% |
| 7D | +4.2% | +11.6% | -7.4% | +2.6% |
| 30D | +6.7% | -10.2% | +16.9% | +8.1% |
| 3M | +8.0% | -14.8% | +22.9% | +10.0% |
| 6M | +27.4% | -10.1% | +37.5% | +28.5% |
| YTD | +40.5% | +55.5% | -15.0% | +30.3% |
| 1Y | +38.4% | +61.7% | -23.3% | +27.5% |
| 3Y | +98.7% | +37.2% | +61.5% | +82.4% |
| All | +105.3% | -27.0% | +132.3% | +112.0% |
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