-30.6%
AR vs DAR
+140.3%
-170.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -14.3% | -9.9% | -4.3% | -10.3% |
| 30D | +1.4% | -16.4% | +17.8% | +9.4% |
| 3M | +3.4% | -17.1% | +20.4% | +11.4% |
| 6M | -2.1% | -20.5% | +18.4% | +7.0% |
| YTD | +4.7% | +39.4% | -34.7% | -11.0% |
| 1Y | +10.6% | +57.2% | -46.7% | -11.2% |
| 3Y | +24.6% | +13.9% | +10.7% | +7.8% |
| 5Y | +71.9% | -40.8% | +112.7% | +97.7% |
| 10Y | +46.4% | +276.2% | -229.9% | -25.4% |
| All | -30.6% | +140.3% | -170.9% | -61.8% |
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 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