+300.1%
BB vs DAR
+2,119.2%
-1,819.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -5.6% | +1.4% | -7.0% | -5.8% |
| 30D | -11.8% | +12.8% | -24.6% | -13.0% |
| 3M | -25.5% | +7.4% | -32.9% | -26.2% |
| 6M | +121.3% | +22.3% | +99.0% | +116.5% |
| YTD | +103.2% | +81.1% | +22.1% | +91.0% |
| 1Y | +102.6% | +106.5% | -3.9% | +87.5% |
| 3Y | +37.5% | +5.3% | +32.2% | +34.8% |
| 5Y | -30.4% | -11.5% | -18.9% | -30.9% |
| 10Y | 0.0% | +353.3% | -353.3% | -13.7% |
| All | +300.1% | +2,119.2% | -1,819.1% | +230.4% |
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