+3,078.0%
FN vs DAR
+599.2%
+2,478.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -5.2% |
| 7D | -7.0% | -5.7% | -1.3% | -5.2% |
| 30D | -24.7% | -16.6% | -8.1% | -20.2% |
| 3M | -35.7% | -13.1% | -22.6% | -33.2% |
| 6M | -52.4% | -18.8% | -33.6% | -49.5% |
| YTD | -25.0% | +45.3% | -70.2% | -34.7% |
| 1Y | -25.7% | +60.6% | -86.3% | -37.6% |
| 3Y | +110.2% | +15.7% | +94.6% | +87.3% |
| 5Y | +192.3% | -37.6% | +229.9% | +210.7% |
| 10Y | +812.3% | +292.1% | +520.2% | +335.2% |
| All | +3,078.0% | +599.2% | +2,478.8% | +1,247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling