-19.0%
BAX vs DAR
+33.7%
-52.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | +0.1% |
| 7D | +0.1% | +11.6% | -11.5% | -1.6% |
| 30D | +4.1% | -10.2% | +14.3% | +5.7% |
| 3M | -4.5% | -14.8% | +10.3% | -2.5% |
| 6M | +49.2% | -10.1% | +59.3% | +50.5% |
| YTD | +35.2% | +55.5% | -20.3% | +21.4% |
| 1Y | +38.3% | +61.7% | -23.4% | +23.1% |
| 3Y | -19.0% | +37.2% | -56.2% | -27.3% |
| All | -19.0% | +33.7% | -52.7% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling