+3,604.4%
FIX vs DAR
+307.1%
+3,297.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.6% |
| 7D | +17.0% | +9.2% | +7.8% | +13.2% |
| 30D | -30.6% | -12.3% | -18.3% | -26.9% |
| 3M | -35.0% | -12.7% | -22.3% | -31.9% |
| 6M | -44.0% | -12.8% | -31.2% | -41.5% |
| YTD | +21.1% | +53.8% | -32.6% | +1.2% |
| 1Y | +16.3% | +60.3% | -44.0% | -4.6% |
| 3Y | +507.4% | +31.7% | +475.7% | +400.7% |
| 5Y | +1,052.1% | -27.7% | +1,079.8% | +1,071.4% |
| All | +3,604.4% | +307.1% | +3,297.3% | +1,512.9% |
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