-24.2%
AR vs DAR
+212.1%
-236.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | +2.5% | +1.4% | +1.1% | +1.9% |
| 30D | +14.8% | +12.8% | +2.0% | +8.6% |
| 3M | +6.2% | +7.4% | -1.1% | +2.4% |
| 6M | +4.3% | +22.3% | -18.0% | -5.3% |
| YTD | +14.4% | +81.1% | -66.7% | -13.0% |
| 1Y | +21.3% | +106.5% | -85.2% | -13.7% |
| 3Y | +39.8% | +5.3% | +34.5% | +26.7% |
| 5Y | +142.1% | -11.5% | +153.6% | +134.0% |
| 10Y | +52.0% | +353.3% | -301.3% | -29.0% |
| All | -24.2% | +212.1% | -236.3% | -62.6% |
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