-29.1%
FN vs DAR
+54.9%
-84.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.7% | +11.9% |
| 7D | 0.0% | -9.9% | +9.9% | +3.0% |
| 30D | -34.3% | -16.4% | -17.9% | -31.1% |
| 3M | -39.9% | -17.1% | -22.8% | -37.4% |
| 6M | -51.8% | -20.5% | -31.4% | -49.4% |
| YTD | -28.1% | +39.4% | -67.6% | -38.8% |
| 1Y | -29.1% | +57.2% | -86.3% | -42.0% |
| All | -29.1% | +54.9% | -84.0% | -42.0% |
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