+235.5%
FFIV vs DAR
+375.1%
-139.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | +1.6% | +0.9% | +0.7% | +1.4% |
| 30D | -3.7% | +6.4% | -10.2% | -5.4% |
| 3M | +2.0% | +13.2% | -11.3% | -1.6% |
| 6M | +39.3% | +26.2% | +13.1% | +30.7% |
| YTD | +56.1% | +84.4% | -28.3% | +33.3% |
| 1Y | +22.0% | +112.0% | -90.1% | 0.0% |
| 3Y | +148.2% | +13.4% | +134.8% | +130.3% |
| 5Y | +96.3% | -6.0% | +102.3% | +84.5% |
| All | +235.5% | +375.1% | -139.6% | +81.7% |
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