-57.0%
AUR vs DAR
-27.0%
-30.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.7% |
| 7D | -4.5% | +11.6% | -16.1% | -8.8% |
| 30D | -16.6% | -10.2% | -6.4% | -13.2% |
| 3M | -38.5% | -14.8% | -23.6% | -34.8% |
| 6M | -49.9% | -10.1% | -39.8% | -48.4% |
| YTD | +9.6% | +55.5% | -45.9% | -12.5% |
| 1Y | +1.2% | +61.7% | -60.5% | -20.9% |
| 3Y | +128.8% | +37.2% | +91.6% | +81.2% |
| All | -57.0% | -27.0% | -30.0% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling