+102.4%
FN vs DAR
+11.9%
+90.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.7% | +11.9% |
| 7D | 0.0% | -9.9% | +9.9% | +2.6% |
| 30D | -34.3% | -16.4% | -17.9% | -31.5% |
| 3M | -39.9% | -17.1% | -22.8% | -37.5% |
| 6M | -51.8% | -20.5% | -31.4% | -49.5% |
| YTD | -28.1% | +39.4% | -67.6% | -34.2% |
| 1Y | -29.1% | +57.2% | -86.3% | -36.9% |
| 3Y | +102.4% | +13.9% | +88.6% | +87.2% |
| All | +102.4% | +11.9% | +90.6% | +87.2% |
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