-22.6%
FPS vs DAR
+10.1%
-32.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.5% | -14.9% | -16.6% |
| 7D | -23.3% | -5.7% | -17.6% | -22.0% |
| 30D | -42.4% | -16.6% | -25.8% | -39.9% |
| 3M | -43.0% | -13.1% | -30.0% | -40.8% |
| 6M | -44.5% | -18.8% | -25.7% | -40.4% |
| All | -22.6% | +10.1% | -32.7% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling