-83.7%
FIG vs DAR
+52.0%
-135.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +1.9% |
| 7D | -13.1% | -9.9% | -3.2% | -13.9% |
| 30D | -13.0% | -16.4% | +3.4% | -14.3% |
| 3M | -21.5% | -17.1% | -4.5% | -22.8% |
| 6M | -2.5% | -20.5% | +18.0% | -3.8% |
| YTD | -49.7% | +39.4% | -89.1% | -49.6% |
| 1Y | -59.1% | +57.2% | -116.3% | -59.1% |
| All | -83.7% | +52.0% | -135.7% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling