+25.5%
FDS vs DAR
+65.2%
-39.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.3% | +3.2% |
| 7D | -2.1% | +3.6% | -5.7% | -1.8% |
| 30D | +16.0% | -11.3% | +27.3% | +14.6% |
| 3M | +18.8% | -13.1% | +31.9% | +17.0% |
| 6M | +54.1% | -15.1% | +69.2% | +51.5% |
| YTD | +17.0% | +50.5% | -33.5% | +25.3% |
| 1Y | +25.5% | +57.9% | -32.4% | +34.3% |
| All | +25.5% | +65.2% | -39.7% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling