+948.1%
FIX vs DAR
-41.1%
+989.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.5% | +5.7% |
| 7D | -17.5% | -9.9% | -7.5% | -15.0% |
| 30D | -41.6% | -16.4% | -25.2% | -38.7% |
| 3M | -40.6% | -17.1% | -23.5% | -37.8% |
| 6M | -49.4% | -20.5% | -28.9% | -46.5% |
| YTD | +9.2% | +39.4% | -30.2% | -1.1% |
| 1Y | +6.5% | +57.2% | -50.8% | -6.8% |
| 3Y | +448.7% | +13.9% | +434.9% | +401.6% |
| All | +948.1% | -41.1% | +989.1% | +1,054.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling