+41.8%
AR vs DAR
+367.0%
-325.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -2.2% |
| 7D | -1.8% | -0.9% | -1.0% | -1.5% |
| 30D | +12.6% | +13.0% | -0.4% | +6.1% |
| 3M | +10.0% | +15.0% | -5.0% | +2.5% |
| 6M | +0.6% | +26.8% | -26.2% | -10.7% |
| YTD | +13.4% | +86.4% | -73.0% | -16.3% |
| 1Y | +21.7% | +115.1% | -93.4% | -17.0% |
| 3Y | +45.8% | +14.6% | +31.2% | +26.3% |
| 5Y | +144.3% | -8.8% | +153.0% | +133.0% |
| 10Y | +41.8% | +356.5% | -314.7% | -38.8% |
| All | +41.8% | +367.0% | -325.2% | -38.8% |
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