+256.8%
FLEX vs DAR
+11.9%
+245.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.8% |
| 7D | -19.3% | -9.9% | -9.4% | -17.1% |
| 30D | -41.5% | -16.4% | -25.2% | -38.9% |
| 3M | -43.1% | -17.1% | -26.1% | -40.7% |
| 6M | -48.2% | -20.5% | -27.7% | -45.5% |
| YTD | +15.5% | +39.4% | -23.9% | +4.0% |
| 1Y | +10.2% | +57.2% | -47.0% | -4.0% |
| 3Y | +256.8% | +13.9% | +242.9% | +218.1% |
| All | +256.8% | +11.9% | +245.0% | +218.1% |
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 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