+5,892.0%
FIX vs DAR
+352.7%
+5,539.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +6.0% | +1.4% | +4.7% | +5.4% |
| 30D | -7.2% | +12.8% | -20.0% | -11.8% |
| 3M | -15.9% | +7.4% | -23.2% | -18.7% |
| 6M | +12.7% | +22.3% | -9.5% | +3.2% |
| YTD | +72.8% | +81.1% | -8.3% | +36.0% |
| 1Y | +122.9% | +106.5% | +16.4% | +65.1% |
| 3Y | +774.3% | +5.3% | +769.0% | +703.4% |
| 5Y | +2,049.5% | -11.5% | +2,061.0% | +1,911.0% |
| All | +5,892.0% | +352.7% | +5,539.3% | +2,387.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling