+67.7%
FIVE vs DAR
+61.9%
+5.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +2.7% | +11.6% | -8.9% | +1.6% |
| 30D | +12.7% | -10.2% | +22.9% | +13.5% |
| 3M | +2.1% | -14.8% | +16.9% | +3.0% |
| 6M | +17.5% | -10.1% | +27.5% | +17.3% |
| YTD | +31.0% | +55.5% | -24.6% | +15.8% |
| 1Y | +67.7% | +61.7% | +6.1% | +46.8% |
| All | +67.7% | +61.9% | +5.9% | +46.8% |
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