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  • CAPR vs DAR✓SelectedUSD · DARCAPR vs DAR performance historyLatest closeAs of+1.29%09/04
Stock and ETF performance explorer

CAPR vs DAR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-77.0%
DAR return
+355.9%
Excess return
-432.9%
Maximum drawdown
-97.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDARExcessAlpha
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