-64.7%
CAPR vs DAR
+288.2%
-352.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.7% | +4.8% | +8.0% |
| 7D | +36.0% | -2.8% | +38.8% | +37.2% |
| 30D | +25.8% | -12.8% | +38.6% | +30.4% |
| 3M | +140.8% | -11.6% | +152.4% | +147.2% |
| 6M | -67.6% | -16.8% | -50.8% | -65.8% |
| YTD | -65.9% | +45.9% | -111.8% | -70.0% |
| 1Y | +66.1% | +61.5% | +4.6% | +39.8% |
| 3Y | +256.9% | +23.0% | +233.9% | +213.0% |
| 5Y | +172.1% | -35.8% | +207.9% | +194.0% |
| 10Y | -64.7% | +280.4% | -345.1% | -83.9% |
| All | -64.7% | +288.2% | -352.9% | -83.9% |
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