+53.1%
CAPR vs DAR
+6.3%
+46.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | -2.0% | +1.4% | -3.3% | -2.1% |
| 30D | +139.2% | +12.8% | +126.4% | +135.4% |
| 3M | -66.4% | +7.4% | -73.7% | -66.4% |
| 6M | -63.1% | +22.3% | -85.4% | -63.8% |
| YTD | -67.4% | +81.1% | -148.5% | -69.5% |
| 1Y | +58.2% | +106.5% | -48.2% | +43.1% |
| All | +53.1% | +6.3% | +46.8% | +53.5% |
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