-34.9%
AUR vs DAR
-7.6%
-27.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.3% | +1.5% |
| 7D | +19.2% | -0.9% | +20.1% | +19.5% |
| 30D | -7.8% | +13.0% | -20.8% | -12.4% |
| 3M | +4.0% | +15.0% | -11.0% | -2.2% |
| 6M | +45.0% | +26.8% | +18.2% | +29.9% |
| YTD | +69.5% | +86.4% | -16.9% | +29.5% |
| 1Y | +13.0% | +115.1% | -102.1% | -19.5% |
| 3Y | +90.4% | +14.6% | +75.7% | +70.9% |
| 5Y | -34.2% | -8.8% | -25.4% | -36.9% |
| All | -34.9% | -7.6% | -27.3% | -37.6% |
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