+237.8%
A vs DAR
+367.0%
-129.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -3.4% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | +0.6% | +13.0% | -12.4% | -2.7% |
| 3M | +10.9% | +15.0% | -4.1% | +6.4% |
| 6M | +28.2% | +26.8% | +1.3% | +19.4% |
| YTD | +8.6% | +86.4% | -77.8% | -8.6% |
| 1Y | +15.5% | +115.1% | -99.6% | -7.0% |
| 3Y | +31.8% | +14.6% | +17.2% | +21.0% |
| 5Y | -14.9% | -8.8% | -6.1% | -19.5% |
| 10Y | +237.8% | +356.5% | -118.7% | +80.8% |
| All | +237.8% | +367.0% | -129.2% | +80.8% |
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