-23.8%
FDS vs DAR
+11.9%
-35.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.6% |
| 7D | -0.5% | -9.9% | +9.4% | 0.0% |
| 30D | +20.2% | -16.4% | +36.6% | +21.3% |
| 3M | +19.9% | -17.1% | +36.9% | +20.8% |
| 6M | +56.2% | -20.5% | +76.6% | +57.7% |
| YTD | +14.6% | +39.4% | -24.9% | +10.5% |
| 1Y | +31.6% | +57.2% | -25.6% | +25.4% |
| 3Y | -23.8% | +13.9% | -37.7% | -27.1% |
| All | -23.8% | +11.9% | -35.7% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling