+45.3%
AR vs DAR
+268.8%
-223.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -14.3% | -9.9% | -4.3% | -10.0% |
| 30D | +1.4% | -16.4% | +17.8% | +9.9% |
| 3M | +3.4% | -17.1% | +20.4% | +11.9% |
| 6M | -2.1% | -20.5% | +18.4% | +7.6% |
| YTD | +4.7% | +39.4% | -34.7% | -12.0% |
| 1Y | +10.6% | +57.2% | -46.7% | -12.5% |
| 3Y | +24.6% | +13.9% | +10.7% | +6.5% |
| 5Y | +71.9% | -40.8% | +112.7% | +101.1% |
| All | +45.3% | +268.8% | -223.5% | -31.8% |
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