+56.7%
FND vs DAR
+327.2%
-270.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | -5.2% | +1.4% | -6.6% | -5.9% |
| 30D | -19.9% | +12.8% | -32.7% | -24.4% |
| 3M | +2.7% | +7.4% | -4.6% | -1.9% |
| 6M | -21.7% | +22.3% | -43.9% | -30.1% |
| YTD | -17.5% | +81.1% | -98.6% | -38.0% |
| 1Y | -39.3% | +106.5% | -145.8% | -57.3% |
| 3Y | -49.8% | +5.3% | -55.1% | -54.7% |
| 5Y | -60.1% | -11.5% | -48.5% | -62.8% |
| All | +56.7% | +327.2% | -270.5% | -37.1% |
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 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