+208.8%
BAH vs DAR
+288.2%
-79.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +0.9% |
| 7D | -1.5% | -2.8% | +1.3% | -1.1% |
| 30D | +17.3% | -12.8% | +30.1% | +19.5% |
| 3M | +14.9% | -11.6% | +26.4% | +16.6% |
| 6M | +14.2% | -16.8% | +31.0% | +16.8% |
| YTD | +5.1% | +45.9% | -40.8% | -1.7% |
| 1Y | +2.1% | +61.5% | -59.4% | -6.1% |
| 3Y | -26.0% | +23.0% | -49.0% | -30.7% |
| 5Y | +9.0% | -35.8% | +44.8% | +10.9% |
| 10Y | +208.8% | +280.4% | -71.6% | +104.8% |
| All | +208.8% | +288.2% | -79.5% | +104.8% |
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