-25.7%
FN vs DAR
+63.3%
-89.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -5.3% |
| 7D | -7.0% | -5.7% | -1.3% | -5.6% |
| 30D | -24.7% | -16.6% | -8.1% | -21.3% |
| 3M | -35.7% | -13.1% | -22.6% | -34.1% |
| 6M | -52.4% | -18.8% | -33.6% | -50.4% |
| YTD | -25.0% | +45.3% | -70.2% | -36.5% |
| 1Y | -25.7% | +60.6% | -86.3% | -39.5% |
| All | -25.7% | +63.3% | -89.0% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling