-33.9%
BAX vs DAR
+288.2%
-322.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +1.7% |
| 7D | +9.0% | -2.8% | +11.8% | +9.5% |
| 30D | +8.5% | -12.8% | +21.3% | +10.7% |
| 3M | -4.1% | -11.6% | +7.5% | -2.7% |
| 6M | +46.9% | -16.8% | +63.7% | +50.2% |
| YTD | +38.4% | +45.9% | -7.5% | +27.9% |
| 1Y | +47.0% | +61.5% | -14.5% | +33.5% |
| 3Y | -14.9% | +23.0% | -37.9% | -21.2% |
| 5Y | -62.5% | -35.8% | -26.7% | -62.2% |
| 10Y | -33.9% | +280.4% | -314.3% | -54.7% |
| All | -33.9% | +288.2% | -322.2% | -54.7% |
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