+3,800.0%
FIX vs DAR
+288.2%
+3,511.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.7% | +4.7% | +7.6% |
| 7D | -7.2% | -2.8% | -4.5% | -6.0% |
| 30D | -35.1% | -12.8% | -22.3% | -31.5% |
| 3M | -34.3% | -11.6% | -22.7% | -31.5% |
| 6M | -42.9% | -16.8% | -26.2% | -39.4% |
| YTD | +19.5% | +45.9% | -26.5% | +1.8% |
| 1Y | +16.8% | +61.5% | -44.7% | -4.5% |
| 3Y | +506.7% | +23.0% | +483.7% | +414.2% |
| 5Y | +1,046.7% | -35.8% | +1,082.5% | +1,128.9% |
| 10Y | +3,800.0% | +280.4% | +3,519.6% | +1,659.5% |
| All | +3,800.0% | +288.2% | +3,511.7% | +1,659.5% |
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