+883.7%
BAH vs DAR
+450.1%
+433.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -3.2% | +1.4% | -4.6% | -3.5% |
| 30D | +2.0% | +12.8% | -10.8% | -0.3% |
| 3M | -7.6% | +7.4% | -15.0% | -9.1% |
| 6M | -5.7% | +22.3% | -27.9% | -9.4% |
| YTD | -11.7% | +81.1% | -92.8% | -21.1% |
| 1Y | -27.4% | +106.5% | -133.9% | -36.8% |
| 3Y | -32.5% | +5.3% | -37.8% | -35.4% |
| 5Y | -3.3% | -11.5% | +8.2% | -7.1% |
| 10Y | +186.0% | +353.3% | -167.3% | +79.5% |
| All | +883.7% | +450.1% | +433.6% | +490.5% |
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