+200.5%
B vs DAR
+288.2%
-87.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.4% | +3.6% |
| 7D | +11.3% | -2.8% | +14.1% | +11.7% |
| 30D | +2.9% | -12.8% | +15.8% | +4.7% |
| 3M | -2.9% | -11.6% | +8.7% | -1.7% |
| 6M | -1.2% | -16.8% | +15.6% | +0.6% |
| YTD | -1.3% | +45.9% | -47.2% | -7.5% |
| 1Y | +30.4% | +61.5% | -31.1% | +20.5% |
| 3Y | +195.3% | +23.0% | +172.3% | +177.4% |
| 5Y | +146.2% | -35.8% | +182.1% | +148.6% |
| 10Y | +200.5% | +280.4% | -79.9% | +141.3% |
| All | +200.5% | +288.2% | -87.8% | +141.3% |
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