+36.6%
FFIV vs DAR
+63.3%
-26.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | -0.1% |
| 7D | -9.8% | -5.7% | -4.1% | -9.1% |
| 30D | -28.1% | -16.6% | -11.5% | -26.7% |
| 3M | -20.0% | -13.1% | -7.0% | -19.2% |
| 6M | -0.1% | -18.8% | +18.7% | +1.7% |
| YTD | +29.2% | +45.3% | -16.1% | +23.3% |
| 1Y | +36.6% | +60.6% | -24.0% | +29.1% |
| All | +36.6% | +63.3% | -26.7% | +29.1% |
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 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