+27.4%
USFR vs DAR
+238.5%
-211.0%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | +0.3% | +12.8% | -12.5% | +0.3% |
| 3M | +1.0% | +7.4% | -6.4% | +1.0% |
| 6M | +1.9% | +22.3% | -20.3% | +1.9% |
| YTD | +2.6% | +81.1% | -78.5% | +2.6% |
| 1Y | +4.0% | +106.5% | -102.5% | +4.0% |
| 3Y | +14.1% | +5.3% | +8.8% | +14.1% |
| 5Y | +20.4% | -11.5% | +32.0% | +20.4% |
| 10Y | +28.0% | +353.3% | -325.3% | +27.7% |
| All | +27.4% | +238.5% | -211.0% | +27.3% |
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