-98.0%
CAPR vs DAR
+790.7%
-888.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.8% | -8.1% | -9.6% |
| 7D | +7.6% | -3.8% | +11.5% | +8.4% |
| 30D | +13.3% | -14.4% | +27.7% | +16.0% |
| 3M | +130.4% | -17.9% | +148.3% | +137.2% |
| 6M | -70.8% | -18.3% | -52.5% | -69.8% |
| YTD | -69.3% | +43.2% | -112.5% | -71.2% |
| 1Y | +59.5% | +57.7% | +1.8% | +46.4% |
| 3Y | +216.8% | +22.7% | +194.1% | +197.1% |
| 5Y | +152.7% | -34.0% | +186.7% | +160.0% |
| 10Y | -68.2% | +279.5% | -347.7% | -75.3% |
| All | -98.0% | +790.7% | -888.7% | -97.4% |
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