+220.1%
C vs DAR
+288.2%
-68.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | +0.7% |
| 7D | -0.9% | -2.8% | +1.8% | +0.1% |
| 30D | -5.4% | -12.8% | +7.4% | -0.6% |
| 3M | -9.2% | -11.6% | +2.4% | -5.7% |
| 6M | -1.8% | -16.8% | +15.0% | +3.6% |
| YTD | +6.7% | +45.9% | -39.2% | -11.2% |
| 1Y | +23.5% | +61.5% | -38.0% | -1.7% |
| 3Y | +219.8% | +23.0% | +196.8% | +166.0% |
| 5Y | +112.4% | -35.8% | +148.3% | +125.9% |
| 10Y | +220.1% | +280.4% | -60.3% | +26.3% |
| All | +220.1% | +288.2% | -68.2% | +26.3% |
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