+130.1%
FDS vs DAR
+311.7%
-181.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +1.5% | +11.6% | -10.1% | -0.6% |
| 30D | +14.8% | -10.2% | +25.1% | +16.9% |
| 3M | +16.3% | -14.8% | +31.1% | +19.3% |
| 6M | +66.2% | -10.1% | +76.3% | +68.2% |
| YTD | +16.2% | +55.5% | -39.3% | +4.8% |
| 1Y | +21.8% | +61.7% | -39.8% | +8.7% |
| 3Y | -23.9% | +37.2% | -61.0% | -32.4% |
| 5Y | -23.1% | -26.9% | +3.8% | -23.0% |
| All | +130.1% | +311.7% | -181.6% | +25.5% |
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