+672.3%
AU vs DAR
+366.1%
+306.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.8% |
| 7D | -4.3% | -0.1% | -4.1% | -4.3% |
| 30D | +7.3% | +2.6% | +4.7% | +6.7% |
| 3M | +26.3% | +14.2% | +12.1% | +23.3% |
| 6M | +1.8% | +17.2% | -15.4% | -1.2% |
| YTD | +26.8% | +80.9% | -54.0% | +15.0% |
| 1Y | +66.7% | +104.0% | -37.3% | +48.3% |
| 3Y | +579.1% | +3.6% | +575.4% | +553.1% |
| 5Y | +689.3% | -7.8% | +697.1% | +661.4% |
| All | +672.3% | +366.1% | +306.2% | +508.0% |
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