+2,105.4%
FIX vs DAR
-11.0%
+2,116.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +6.0% | +1.4% | +4.7% | +5.6% |
| 30D | -7.2% | +12.8% | -20.0% | -10.5% |
| 3M | -15.9% | +7.4% | -23.2% | -17.8% |
| 6M | +12.7% | +22.3% | -9.5% | +5.9% |
| YTD | +72.8% | +81.1% | -8.3% | +45.7% |
| 1Y | +122.9% | +106.5% | +16.4% | +80.2% |
| 3Y | +774.3% | +5.3% | +769.0% | +730.9% |
| All | +2,105.4% | -11.0% | +2,116.4% | +2,056.4% |
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