+183.9%
BAH vs DAR
+367.0%
-183.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.9% | -1.4% |
| 7D | -4.3% | -0.9% | -3.5% | -4.2% |
| 30D | -4.5% | +13.0% | -17.4% | -6.3% |
| 3M | -7.6% | +15.0% | -22.6% | -9.8% |
| 6M | -10.6% | +26.8% | -37.4% | -14.2% |
| YTD | -12.6% | +86.4% | -99.0% | -21.0% |
| 1Y | -27.0% | +115.1% | -142.1% | -35.7% |
| 3Y | -31.5% | +14.6% | -46.1% | -34.8% |
| 5Y | -3.8% | -8.8% | +5.0% | -7.3% |
| 10Y | +183.9% | +356.5% | -172.6% | +85.3% |
| All | +183.9% | +367.0% | -183.1% | +85.3% |
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 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