+13.6%
FIVE vs DAR
-41.1%
+54.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -0.3% | -9.9% | +9.7% | +2.5% |
| 30D | +17.7% | -16.4% | +34.0% | +23.1% |
| 3M | +4.0% | -17.1% | +21.0% | +8.3% |
| 6M | +2.6% | -20.5% | +23.1% | +8.0% |
| YTD | +27.6% | +39.4% | -11.8% | +13.3% |
| 1Y | +59.9% | +57.2% | +2.7% | +36.7% |
| 3Y | +35.8% | +13.9% | +21.9% | +22.1% |
| All | +13.6% | -41.1% | +54.7% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling