+92.6%
CAPR vs DAR
-11.0%
+103.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.5% |
| 7D | -2.0% | +1.4% | -3.3% | -2.2% |
| 30D | +139.2% | +12.8% | +126.4% | +133.6% |
| 3M | -66.4% | +7.4% | -73.7% | -66.6% |
| 6M | -63.1% | +22.3% | -85.4% | -64.3% |
| YTD | -67.4% | +81.1% | -148.5% | -70.7% |
| 1Y | +58.2% | +106.5% | -48.2% | +36.9% |
| 3Y | +42.2% | +5.3% | +36.9% | +42.1% |
| All | +92.6% | -11.0% | +103.6% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling