+1,046.7%
FIX vs DAR
-37.0%
+1,083.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.7% | +4.7% | +8.2% |
| 7D | -7.2% | -2.8% | -4.5% | -6.4% |
| 30D | -35.1% | -12.8% | -22.3% | -32.6% |
| 3M | -34.3% | -11.6% | -22.7% | -32.3% |
| 6M | -42.9% | -16.8% | -26.2% | -40.4% |
| YTD | +19.5% | +45.9% | -26.5% | +6.9% |
| 1Y | +16.8% | +61.5% | -44.7% | +1.6% |
| 3Y | +506.7% | +23.0% | +483.7% | +442.5% |
| 5Y | +1,046.7% | -35.8% | +1,082.5% | +1,139.7% |
| All | +1,046.7% | -37.0% | +1,083.7% | +1,139.7% |
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