+67.1%
FIVE vs DAR
+65.2%
+1.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.6% |
| 7D | -0.5% | +3.6% | -4.1% | -0.9% |
| 30D | +17.4% | -11.3% | +28.7% | +18.3% |
| 3M | +7.0% | -13.1% | +20.2% | +7.3% |
| 6M | +20.5% | -15.1% | +35.6% | +21.2% |
| YTD | +33.1% | +50.5% | -17.4% | +17.7% |
| 1Y | +67.1% | +57.9% | +9.2% | +45.9% |
| All | +67.1% | +65.2% | +1.8% | +45.9% |
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 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