+5,150.0%
FFIV vs DAR
+3,376.8%
+1,773.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.4% |
| 7D | -1.0% | +1.4% | -2.3% | -1.1% |
| 30D | -5.1% | +12.8% | -17.9% | -6.1% |
| 3M | -4.5% | +7.4% | -11.8% | -5.1% |
| 6M | +36.5% | +22.3% | +14.2% | +34.0% |
| YTD | +53.0% | +81.1% | -28.1% | +45.5% |
| 1Y | +24.2% | +106.5% | -82.3% | +16.7% |
| 3Y | +137.2% | +5.3% | +131.9% | +132.5% |
| 5Y | +91.8% | -11.5% | +103.3% | +89.0% |
| 10Y | +215.2% | +353.3% | -138.2% | +174.0% |
| All | +5,150.0% | +3,376.8% | +1,773.2% | +4,123.5% |
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