+382.5%
C vs DAR
+1,762.6%
-1,380.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | +3.6% | +1.4% | +2.3% | +3.4% |
| 30D | +0.1% | +12.8% | -12.7% | -1.4% |
| 3M | +2.4% | +7.4% | -4.9% | +1.3% |
| 6M | +24.9% | +22.3% | +2.7% | +21.5% |
| YTD | +19.8% | +81.1% | -61.3% | +11.3% |
| 1Y | +44.9% | +106.5% | -61.6% | +32.1% |
| 3Y | +263.0% | +5.3% | +257.7% | +253.0% |
| 5Y | +129.5% | -11.5% | +141.1% | +125.8% |
| 10Y | +291.6% | +353.3% | -61.7% | +226.5% |
| All | +382.5% | +1,762.6% | -1,380.0% | +296.1% |
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