-23.6%
FPS vs DAR
+16.5%
-40.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +2.2% | -12.0% | -10.9% |
| 7D | +21.6% | +9.2% | +12.4% | +16.8% |
| 30D | -38.8% | -12.3% | -26.5% | -37.8% |
| 3M | -42.1% | -12.7% | -29.4% | -41.1% |
| 6M | -48.5% | -12.8% | -35.7% | -46.4% |
| All | -23.6% | +16.5% | -40.1% | -50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling