+167.3%
B vs DAR
+32.2%
+135.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.4% |
| 7D | -6.2% | +9.2% | -15.4% | -7.1% |
| 30D | -6.6% | -12.3% | +5.7% | -5.4% |
| 3M | -7.9% | -12.7% | +4.9% | -6.8% |
| 6M | -16.8% | -12.8% | -4.0% | -15.9% |
| YTD | -11.7% | +53.8% | -65.5% | -18.3% |
| 1Y | +3.5% | +60.3% | -56.8% | -4.9% |
| All | +167.3% | +32.2% | +135.1% | +161.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling