+43.5%
FIVE vs DAR
+20.8%
+22.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | +7.3% | -3.8% | +11.2% | +8.3% |
| 30D | +18.1% | -14.4% | +32.5% | +22.1% |
| 3M | +7.7% | -17.9% | +25.6% | +11.9% |
| 6M | +13.6% | -18.3% | +31.9% | +17.8% |
| YTD | +34.6% | +43.2% | -8.7% | +19.8% |
| 1Y | +66.2% | +57.7% | +8.5% | +43.9% |
| 3Y | +43.5% | +22.7% | +20.7% | +27.2% |
| All | +43.5% | +20.8% | +22.7% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling