+4,031.6%
ALL vs DAR
+1,762.6%
+2,269.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.3% |
| 7D | 0.0% | +1.4% | -1.3% | -0.1% |
| 30D | -1.5% | +12.8% | -14.3% | -2.4% |
| 3M | +23.6% | +7.4% | +16.3% | +22.8% |
| 6M | +22.3% | +22.3% | +0.1% | +20.2% |
| YTD | +26.5% | +81.1% | -54.6% | +20.5% |
| 1Y | +27.0% | +106.5% | -79.5% | +19.5% |
| 3Y | +149.6% | +5.3% | +144.3% | +144.2% |
| 5Y | +118.1% | -11.5% | +129.6% | +114.4% |
| 10Y | +369.0% | +353.3% | +15.6% | +305.6% |
| All | +4,031.6% | +1,762.6% | +2,269.0% | +3,005.5% |
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