+569.2%
FIVE vs DAR
+288.2%
+280.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.7% | +0.9% | +3.9% |
| 7D | +6.2% | -2.8% | +8.9% | +7.3% |
| 30D | +18.2% | -12.8% | +31.0% | +24.0% |
| 3M | +3.8% | -11.6% | +15.4% | +7.4% |
| 6M | +13.7% | -16.8% | +30.5% | +19.9% |
| YTD | +34.7% | +45.9% | -11.2% | +13.5% |
| 1Y | +66.6% | +61.5% | +5.2% | +34.5% |
| 3Y | +44.3% | +23.0% | +21.3% | +22.1% |
| 5Y | +18.8% | -35.8% | +54.6% | +26.5% |
| 10Y | +569.2% | +280.4% | +288.8% | +180.2% |
| All | +569.2% | +288.2% | +280.9% | +180.2% |
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