+137.5%
BB vs DAR
+11.9%
+125.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.7% |
| 7D | +3.8% | -9.9% | +13.7% | +6.6% |
| 30D | -0.3% | -16.4% | +16.0% | +4.2% |
| 3M | -0.5% | -17.1% | +16.6% | +3.7% |
| 6M | +45.9% | -20.5% | +66.4% | +53.6% |
| YTD | +130.6% | +39.4% | +91.2% | +106.1% |
| 1Y | +89.2% | +57.2% | +31.9% | +62.5% |
| 3Y | +137.5% | +13.9% | +123.6% | +116.0% |
| All | +137.5% | +11.9% | +125.6% | +116.0% |
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