+3,689.8%
FN vs DAR
+771.5%
+2,918.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | -1.7% | +1.4% | -3.0% | -2.2% |
| 30D | -22.0% | +12.8% | -34.8% | -25.4% |
| 3M | -43.0% | +7.4% | -50.4% | -44.6% |
| 6M | -27.7% | +22.3% | -50.0% | -33.1% |
| YTD | -10.5% | +81.1% | -91.6% | -27.4% |
| 1Y | +12.5% | +106.5% | -94.0% | -13.5% |
| 3Y | +153.8% | +5.3% | +148.5% | +134.7% |
| 5Y | +288.0% | -11.5% | +299.5% | +265.6% |
| 10Y | +906.4% | +353.3% | +553.1% | +360.5% |
| All | +3,689.8% | +771.5% | +2,918.2% | +1,399.0% |
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 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