+851.7%
FIVE vs DAR
+291.8%
+559.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.4% |
| 7D | +4.3% | +1.4% | +2.9% | +3.7% |
| 30D | +12.5% | +12.8% | -0.3% | +7.3% |
| 3M | +31.2% | +7.4% | +23.9% | +27.0% |
| 6M | +14.4% | +22.3% | -7.9% | +5.3% |
| YTD | +33.9% | +81.1% | -47.2% | +7.2% |
| 1Y | +65.1% | +106.5% | -41.4% | +25.2% |
| 3Y | +49.0% | +5.3% | +43.7% | +37.1% |
| 5Y | +30.3% | -11.5% | +41.8% | +22.5% |
| 10Y | +481.1% | +353.3% | +127.8% | +181.1% |
| All | +851.7% | +291.8% | +559.9% | +388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling