+138.0%
B vs DAR
-41.1%
+179.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | +9.6% | -9.9% | +19.5% | +11.0% |
| 30D | +3.5% | -16.4% | +19.9% | +5.8% |
| 3M | -1.6% | -17.1% | +15.5% | +0.4% |
| 6M | -1.7% | -20.5% | +18.8% | +0.8% |
| YTD | -5.3% | +39.4% | -44.7% | -11.4% |
| 1Y | +27.2% | +57.2% | -30.0% | +16.9% |
| 3Y | +166.1% | +13.9% | +152.2% | +150.9% |
| All | +138.0% | -41.1% | +179.0% | +130.2% |
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