+894.6%
FIX vs DAR
-40.1%
+934.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.1% | -8.5% | -10.8% |
| 7D | -27.2% | -8.1% | -19.2% | -25.5% |
| 30D | -46.9% | -17.1% | -29.8% | -44.2% |
| 3M | -44.4% | -12.3% | -32.1% | -42.7% |
| 6M | -50.9% | -21.8% | -29.1% | -47.9% |
| YTD | +3.5% | +40.8% | -37.3% | -6.5% |
| 1Y | -2.1% | +57.4% | -59.5% | -14.3% |
| 3Y | +418.7% | +12.1% | +406.6% | +377.1% |
| 5Y | +894.6% | -40.2% | +934.8% | +1,002.1% |
| All | +894.6% | -40.1% | +934.7% | +1,002.1% |
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