-58.8%
CAPR vs DAR
+290.1%
-348.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +5.1% | +21.4% | +24.9% |
| 7D | +25.8% | +3.6% | +22.2% | +24.9% |
| 30D | +50.2% | -11.3% | +61.5% | +55.3% |
| 3M | +185.5% | -13.1% | +198.6% | +196.3% |
| 6M | -64.8% | -15.1% | -49.7% | -63.0% |
| YTD | -61.1% | +50.5% | -111.6% | -66.1% |
| 1Y | +81.0% | +57.9% | +23.1% | +54.0% |
| 3Y | +300.7% | +28.9% | +271.8% | +246.9% |
| 5Y | +223.3% | -31.4% | +254.8% | +241.7% |
| 10Y | -58.8% | +301.0% | -359.8% | -81.3% |
| All | -58.8% | +290.1% | -348.8% | -81.3% |
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