+518.8%
FIVE vs DAR
+290.1%
+228.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -3.0% |
| 7D | -0.5% | +3.6% | -4.1% | -1.8% |
| 30D | +17.4% | -11.3% | +28.7% | +22.2% |
| 3M | +7.0% | -13.1% | +20.2% | +11.6% |
| 6M | +20.5% | -15.1% | +35.6% | +26.0% |
| YTD | +33.1% | +50.5% | -17.4% | +10.7% |
| 1Y | +67.1% | +57.9% | +9.2% | +36.1% |
| 3Y | +41.9% | +28.9% | +13.0% | +17.7% |
| 5Y | +21.1% | -31.4% | +52.5% | +25.3% |
| 10Y | +518.8% | +301.0% | +217.8% | +152.7% |
| All | +518.8% | +290.1% | +228.7% | +152.7% |
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 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