+160.3%
FN vs DAR
+6.3%
+154.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | -1.7% | +1.4% | -3.0% | -2.1% |
| 30D | -22.0% | +12.8% | -34.8% | -24.5% |
| 3M | -43.0% | +7.4% | -50.4% | -44.1% |
| 6M | -27.7% | +22.3% | -50.0% | -31.5% |
| YTD | -10.5% | +81.1% | -91.6% | -22.6% |
| 1Y | +12.5% | +106.5% | -94.0% | -6.2% |
| All | +160.3% | +6.3% | +154.0% | +137.6% |
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