+608.1%
BAX vs DAR
+1,334.0%
-725.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | +12.1% | -9.9% | +22.1% | +12.6% |
| 30D | +7.6% | -16.4% | +24.0% | +8.3% |
| 3M | -4.5% | -17.1% | +12.6% | -3.8% |
| 6M | +52.0% | -20.5% | +72.5% | +53.2% |
| YTD | +35.1% | +39.4% | -4.3% | +32.9% |
| 1Y | +43.7% | +57.2% | -13.5% | +40.7% |
| 3Y | -20.9% | +13.9% | -34.8% | -22.0% |
| 5Y | -63.5% | -40.8% | -22.7% | -63.3% |
| 10Y | -36.0% | +276.2% | -312.2% | -39.9% |
| All | +608.1% | +1,334.0% | -725.9% | +573.2% |
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