+52.0%
BAX vs DAR
-19.7%
+71.7%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.3% |
| 7D | +12.1% | -9.9% | +22.1% | +9.7% |
| 30D | +7.6% | -16.4% | +24.0% | +3.9% |
| 3M | -4.5% | -17.1% | +12.6% | -7.8% |
| 6M | +52.0% | -20.5% | +72.5% | +42.7% |
| All | +52.0% | -19.7% | +71.7% | +42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling