-77.0%
CAPR vs DAR
+355.9%
-432.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.6% |
| 7D | -2.0% | +1.4% | -3.3% | -2.4% |
| 30D | +139.2% | +12.8% | +126.4% | +129.6% |
| 3M | -66.4% | +7.4% | -73.7% | -66.9% |
| 6M | -63.1% | +22.3% | -85.4% | -65.3% |
| YTD | -67.4% | +81.1% | -148.5% | -73.1% |
| 1Y | +58.2% | +106.5% | -48.2% | +23.5% |
| 3Y | +42.2% | +5.3% | +36.9% | +36.2% |
| 5Y | +87.3% | -11.5% | +98.8% | +80.2% |
| All | -77.0% | +355.9% | -432.9% | -90.0% |
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