-98.0%
CAPR vs DAR
+766.8%
-864.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.8% |
| 7D | +41.1% | -9.9% | +51.0% | +43.4% |
| 30D | +11.1% | -16.4% | +27.5% | +14.1% |
| 3M | +115.3% | -17.1% | +132.4% | +120.9% |
| 6M | -73.8% | -20.5% | -53.3% | -72.8% |
| YTD | -68.8% | +39.4% | -108.2% | -70.7% |
| 1Y | +43.3% | +57.2% | -13.9% | +31.4% |
| 3Y | +214.7% | +13.9% | +200.8% | +198.8% |
| 5Y | +141.3% | -40.8% | +182.1% | +152.7% |
| 10Y | -67.0% | +276.2% | -343.3% | -74.3% |
| All | -98.0% | +766.8% | -864.8% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling