+541.5%
FIVE vs DAR
+269.9%
+271.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | +7.3% | -3.8% | +11.2% | +8.9% |
| 30D | +18.1% | -14.4% | +32.5% | +24.7% |
| 3M | +7.7% | -17.9% | +25.6% | +14.7% |
| 6M | +13.6% | -18.3% | +31.9% | +20.6% |
| YTD | +34.6% | +43.2% | -8.7% | +14.1% |
| 1Y | +66.2% | +57.7% | +8.5% | +35.3% |
| 3Y | +43.5% | +22.7% | +20.7% | +21.3% |
| 5Y | +20.7% | -34.0% | +54.7% | +26.6% |
| 10Y | +541.5% | +279.5% | +262.0% | +167.9% |
| All | +541.5% | +269.9% | +271.5% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling