-52.0%
FIG vs DAR
+61.9%
-113.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.9% |
| 7D | +3.4% | +11.6% | -8.2% | +4.2% |
| 30D | -9.5% | -10.2% | +0.8% | -11.0% |
| 3M | -26.2% | -14.8% | -11.4% | -27.6% |
| 6M | +2.7% | -10.1% | +12.8% | +1.9% |
| YTD | -48.0% | +55.5% | -103.5% | -47.9% |
| 1Y | -52.0% | +61.7% | -113.7% | -52.7% |
| All | -52.0% | +61.9% | -113.9% | -52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling