+105.5%
B vs DAR
-27.0%
+132.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -7.3% | +11.6% | -18.9% | -8.7% |
| 30D | -3.3% | -10.2% | +6.9% | -2.0% |
| 3M | -7.8% | -14.8% | +7.1% | -6.1% |
| 6M | -15.5% | -10.1% | -5.5% | -14.9% |
| YTD | -12.3% | +55.5% | -67.8% | -19.2% |
| 1Y | +5.4% | +61.7% | -56.3% | -3.6% |
| 3Y | +165.5% | +37.2% | +128.4% | +143.3% |
| All | +105.5% | -27.0% | +132.5% | +102.4% |
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