+13,780.2%
FAST vs DAR
+1,348.6%
+12,431.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | +0.7% | -8.1% | +8.7% | +1.2% |
| 30D | +4.6% | -17.1% | +21.8% | +6.0% |
| 3M | +6.4% | -12.3% | +18.6% | +7.2% |
| 6M | +20.6% | -21.8% | +42.4% | +22.4% |
| YTD | +34.7% | +40.8% | -6.2% | +31.0% |
| 1Y | +29.7% | +57.4% | -27.7% | +25.1% |
| 3Y | +89.9% | +12.1% | +77.8% | +85.7% |
| 5Y | +105.0% | -40.2% | +145.2% | +107.4% |
| 10Y | +594.2% | +280.1% | +314.1% | +517.6% |
| All | +13,780.2% | +1,348.6% | +12,431.6% | +10,723.7% |
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 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