+420.4%
FIX vs DAR
+13.0%
+407.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.1% | -8.5% | -10.9% |
| 7D | -27.2% | -8.1% | -19.2% | -25.9% |
| 30D | -46.9% | -17.1% | -29.8% | -44.8% |
| 3M | -44.4% | -12.3% | -32.1% | -43.1% |
| 6M | -50.9% | -21.8% | -29.1% | -48.6% |
| YTD | +3.5% | +40.8% | -37.3% | -4.1% |
| 1Y | -2.1% | +57.4% | -59.5% | -11.3% |
| All | +420.4% | +13.0% | +407.4% | +377.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling