+214.7%
CAPR vs DAR
+11.9%
+202.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.7% |
| 7D | +41.1% | -9.9% | +51.0% | +42.2% |
| 30D | +11.1% | -16.4% | +27.5% | +12.6% |
| 3M | +115.3% | -17.1% | +132.4% | +118.5% |
| 6M | -73.8% | -20.5% | -53.3% | -73.1% |
| YTD | -68.8% | +39.4% | -108.2% | -69.6% |
| 1Y | +43.3% | +57.2% | -13.9% | +35.4% |
| 3Y | +214.7% | +13.9% | +200.8% | +215.2% |
| All | +214.7% | +11.9% | +202.8% | +215.2% |
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