+94.9%
FFIV vs DAR
+33.7%
+61.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.8% |
| 7D | -0.5% | +11.6% | -12.1% | -2.2% |
| 30D | -32.4% | -10.2% | -22.1% | -31.4% |
| 3M | -25.7% | -14.8% | -10.9% | -24.1% |
| 6M | -13.5% | -10.1% | -3.4% | -12.7% |
| YTD | +21.1% | +55.5% | -34.4% | +12.3% |
| 1Y | +29.4% | +61.7% | -32.3% | +19.1% |
| 3Y | +94.9% | +37.2% | +57.7% | +76.1% |
| All | +94.9% | +33.7% | +61.2% | +76.1% |
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