+55.4%
ACWI vs DAR
-40.1%
+95.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.8% | -3.3% |
| 7D | -4.0% | -8.1% | +4.1% | -2.7% |
| 30D | -5.8% | -17.1% | +11.3% | -2.9% |
| 3M | -5.0% | -12.3% | +7.3% | -3.3% |
| 6M | +0.7% | -21.8% | +22.5% | +4.4% |
| YTD | +8.4% | +40.8% | -32.4% | +0.4% |
| 1Y | +10.1% | +57.4% | -47.2% | -0.4% |
| 3Y | +70.8% | +12.1% | +58.7% | +60.0% |
| 5Y | +55.4% | -40.2% | +95.6% | +65.9% |
| All | +55.4% | -40.1% | +95.5% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling