+3.1%
BB vs DAR
+367.0%
-363.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.1% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | -12.4% | +13.0% | -25.3% | -16.6% |
| 3M | -15.3% | +15.0% | -30.3% | -20.2% |
| 6M | +128.8% | +26.8% | +101.9% | +107.4% |
| YTD | +107.7% | +86.4% | +21.2% | +62.4% |
| 1Y | +103.9% | +115.1% | -11.2% | +49.1% |
| 3Y | +72.6% | +14.6% | +58.0% | +54.9% |
| 5Y | -24.3% | -8.8% | -15.5% | -27.9% |
| 10Y | +3.1% | +356.5% | -353.4% | -49.8% |
| All | +3.1% | +367.0% | -363.9% | -49.8% |
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