+8,782.6%
FDS vs DAR
+666.9%
+8,115.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.7% | -3.5% |
| 7D | -1.9% | +1.4% | -3.3% | -2.0% |
| 30D | +9.0% | +12.8% | -3.8% | +8.2% |
| 3M | +18.9% | +7.4% | +11.5% | +18.2% |
| 6M | +35.1% | +22.3% | +12.9% | +33.2% |
| YTD | +5.5% | +81.1% | -75.6% | +1.5% |
| 1Y | -16.8% | +106.5% | -123.3% | -20.7% |
| 3Y | -28.1% | +5.3% | -33.4% | -29.3% |
| 5Y | -17.4% | -11.5% | -5.9% | -18.5% |
| 10Y | +85.4% | +353.3% | -267.9% | +65.8% |
| All | +8,782.6% | +666.9% | +8,115.7% | +7,510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling