-55.6%
FN vs DAR
-22.0%
-33.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.1% | -11.2% | -13.5% |
| 7D | -16.0% | -8.1% | -7.9% | -14.5% |
| 30D | -40.1% | -17.1% | -23.0% | -38.1% |
| 3M | -43.9% | -12.3% | -31.6% | -44.3% |
| 6M | -55.6% | -21.8% | -33.8% | -56.1% |
| All | -55.6% | -22.0% | -33.6% | -56.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling