+218.3%
C vs DAR
+290.1%
-71.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | -0.3% |
| 7D | -0.4% | +3.6% | -4.0% | -1.8% |
| 30D | -5.3% | -11.3% | +5.9% | -1.3% |
| 3M | -8.0% | -13.1% | +5.1% | -3.8% |
| 6M | -0.3% | -15.1% | +14.8% | +4.4% |
| YTD | +8.6% | +50.5% | -41.9% | -10.7% |
| 1Y | +25.8% | +57.9% | -32.1% | +1.1% |
| 3Y | +221.2% | +28.9% | +192.2% | +161.8% |
| 5Y | +113.6% | -31.4% | +145.0% | +120.3% |
| 10Y | +218.3% | +301.0% | -82.7% | +22.9% |
| All | +218.3% | +290.1% | -71.8% | +22.9% |
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 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