+78.3%
FDS vs DAR
+367.0%
-288.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.9% | -7.2% | -4.9% |
| 7D | -5.4% | -0.9% | -4.5% | -5.3% |
| 30D | +1.6% | +13.0% | -11.4% | -1.0% |
| 3M | +17.7% | +15.0% | +2.7% | +13.9% |
| 6M | +29.1% | +26.8% | +2.2% | +22.2% |
| YTD | +1.0% | +86.4% | -85.4% | -11.9% |
| 1Y | -21.6% | +115.1% | -136.7% | -34.0% |
| 3Y | -30.1% | +14.6% | -44.7% | -34.6% |
| 5Y | -20.7% | -8.8% | -12.0% | -24.3% |
| 10Y | +78.3% | +356.5% | -278.2% | -4.8% |
| All | +78.3% | +367.0% | -288.7% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling