+130.0%
FDS vs DAR
+288.2%
-158.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -1.2% |
| 7D | -5.0% | -2.8% | -2.2% | -4.5% |
| 30D | +13.8% | -12.8% | +26.6% | +16.5% |
| 3M | +14.8% | -11.6% | +26.4% | +16.9% |
| 6M | +47.4% | -16.8% | +64.2% | +51.3% |
| YTD | +14.2% | +45.9% | -31.8% | +4.1% |
| 1Y | +26.6% | +61.5% | -34.8% | +12.9% |
| 3Y | -24.4% | +23.0% | -47.4% | -31.3% |
| 5Y | -22.6% | -35.8% | +13.2% | -20.2% |
| 10Y | +130.0% | +280.4% | -150.4% | +27.3% |
| All | +130.0% | +288.2% | -158.3% | +27.3% |
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