+222.2%
ACWI vs DAR
+288.2%
-66.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +1.6% |
| 7D | +0.3% | -2.8% | +3.1% | +0.9% |
| 30D | -2.8% | -12.8% | +10.0% | +0.1% |
| 3M | -3.2% | -11.6% | +8.4% | -1.0% |
| 6M | +1.3% | -16.8% | +18.1% | +4.7% |
| YTD | +11.2% | +45.9% | -34.7% | +0.3% |
| 1Y | +13.8% | +61.5% | -47.7% | -0.1% |
| 3Y | +76.2% | +23.0% | +53.2% | +58.5% |
| 5Y | +59.5% | -35.8% | +95.3% | +65.7% |
| 10Y | +222.2% | +280.4% | -58.2% | +90.1% |
| All | +222.2% | +288.2% | -66.0% | +90.1% |
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 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