+8.0%
FAST vs DAR
+21.5%
-13.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.7% |
| 7D | -0.4% | +1.4% | -1.7% | -0.3% |
| 30D | -0.8% | +12.8% | -13.6% | -0.6% |
| 3M | +5.8% | +7.4% | -1.6% | +5.6% |
| 6M | +8.0% | +22.3% | -14.3% | +3.7% |
| All | +8.0% | +21.5% | -13.5% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling