+126.6%
FFIV vs DAR
+288.2%
-161.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.4% | +1.1% |
| 7D | -2.1% | -2.8% | +0.7% | -1.4% |
| 30D | -33.8% | -12.8% | -21.0% | -31.6% |
| 3M | -20.6% | -11.6% | -9.0% | -18.7% |
| 6M | -10.2% | -16.8% | +6.5% | -6.9% |
| YTD | +24.5% | +45.9% | -21.4% | +12.1% |
| 1Y | +29.3% | +61.5% | -32.2% | +13.3% |
| 3Y | +103.8% | +23.0% | +80.8% | +83.3% |
| 5Y | +40.9% | -35.8% | +76.7% | +46.6% |
| 10Y | +126.6% | +280.4% | -153.8% | +26.2% |
| All | +126.6% | +288.2% | -161.7% | +26.2% |
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