+184.4%
B vs DAR
+1,762.6%
-1,578.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.2% |
| 7D | -1.6% | +1.4% | -2.9% | -1.7% |
| 30D | +9.4% | +12.8% | -3.4% | +8.7% |
| 3M | +5.0% | +7.4% | -2.4% | +4.5% |
| 6M | -3.5% | +22.3% | -25.8% | -4.7% |
| YTD | +4.5% | +81.1% | -76.6% | +1.3% |
| 1Y | +67.8% | +106.5% | -38.7% | +61.6% |
| 3Y | +196.7% | +5.3% | +191.4% | +192.8% |
| 5Y | +151.9% | -11.5% | +163.5% | +149.3% |
| 10Y | +202.2% | +353.3% | -151.2% | +176.5% |
| All | +184.4% | +1,762.6% | -1,578.2% | +144.3% |
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 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