+4,079.4%
FFIV vs DAR
+2,576.8%
+1,502.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -8.1% | -9.9% | +1.8% | -7.3% |
| 30D | -33.4% | -16.4% | -17.0% | -32.4% |
| 3M | -24.7% | -17.1% | -7.7% | -23.7% |
| 6M | -8.8% | -20.5% | +11.6% | -7.4% |
| YTD | +21.8% | +39.4% | -17.6% | +18.2% |
| 1Y | +25.3% | +57.2% | -31.9% | +20.4% |
| 3Y | +101.2% | +13.9% | +87.3% | +96.2% |
| 5Y | +40.2% | -40.8% | +81.0% | +42.6% |
| 10Y | +129.0% | +276.2% | -147.2% | +102.4% |
| All | +4,079.4% | +2,576.8% | +1,502.6% | +3,331.5% |
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