+295.1%
CAPR vs DAR
+29.4%
+265.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +5.1% | +21.4% | +25.9% |
| 7D | +25.8% | +3.6% | +22.2% | +25.4% |
| 30D | +50.2% | -11.3% | +61.5% | +51.6% |
| 3M | +185.5% | -13.1% | +198.6% | +188.9% |
| 6M | -64.8% | -15.1% | -49.7% | -64.1% |
| YTD | -61.1% | +50.5% | -111.6% | -62.4% |
| 1Y | +81.0% | +57.9% | +23.1% | +72.4% |
| All | +295.1% | +29.4% | +265.7% | +278.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling