+317.3%
C vs DAR
+1,348.6%
-1,031.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.1% | -2.0% | -4.7% |
| 7D | -5.3% | -8.1% | +2.8% | -4.4% |
| 30D | -7.3% | -17.1% | +9.8% | -5.4% |
| 3M | -13.5% | -12.3% | -1.2% | -12.4% |
| 6M | -6.5% | -21.8% | +15.3% | -4.2% |
| YTD | +3.6% | +40.8% | -37.2% | -1.1% |
| 1Y | +18.9% | +57.4% | -38.5% | +12.0% |
| 3Y | +205.0% | +12.1% | +192.8% | +194.7% |
| 5Y | +109.4% | -40.2% | +149.6% | +115.1% |
| 10Y | +232.9% | +280.1% | -47.1% | +183.6% |
| All | +317.3% | +1,348.6% | -1,031.3% | +252.2% |
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