-37.1%
BAX vs DAR
+367.0%
-404.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.9% | -6.7% | -4.2% |
| 7D | -2.4% | -0.9% | -1.6% | -2.3% |
| 30D | -9.7% | +13.0% | -22.7% | -11.7% |
| 3M | +29.3% | +15.0% | +14.3% | +25.7% |
| 6M | +40.7% | +26.8% | +13.8% | +34.2% |
| YTD | +30.3% | +86.4% | -56.1% | +16.0% |
| 1Y | +3.4% | +115.1% | -111.7% | -10.3% |
| 3Y | -32.0% | +14.6% | -46.6% | -36.2% |
| 5Y | -66.9% | -8.8% | -58.1% | -68.4% |
| 10Y | -37.1% | +356.5% | -393.6% | -57.5% |
| All | -37.1% | +367.0% | -404.1% | -57.5% |
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 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