+379.1%
BB vs DAR
+1,688.3%
-1,309.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | +5.0% |
| 7D | +15.0% | -2.8% | +17.7% | +15.3% |
| 30D | +3.5% | -12.8% | +16.3% | +4.9% |
| 3M | +2.7% | -11.6% | +14.3% | +3.7% |
| 6M | +44.7% | -16.8% | +61.5% | +47.1% |
| YTD | +143.3% | +45.9% | +97.4% | +133.5% |
| 1Y | +102.2% | +61.5% | +40.7% | +91.9% |
| 3Y | +156.1% | +23.0% | +133.1% | +147.5% |
| 5Y | -17.6% | -35.8% | +18.2% | -15.7% |
| 10Y | +29.0% | +280.4% | -251.4% | +13.3% |
| All | +379.1% | +1,688.3% | -1,309.2% | +303.9% |
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