-49.1%
COMP vs DAR
-27.2%
-21.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.4% | +0.6% |
| 7D | +2.2% | +3.6% | -1.4% | +0.8% |
| 30D | +16.3% | -11.3% | +27.6% | +21.7% |
| 3M | -19.1% | -13.1% | -6.0% | -15.3% |
| 6M | +17.1% | -15.1% | +32.2% | +22.3% |
| YTD | -2.9% | +50.5% | -53.4% | -25.3% |
| 1Y | +8.8% | +57.9% | -49.1% | -18.7% |
| 3Y | +423.5% | +28.9% | +394.5% | +300.5% |
| 5Y | -10.5% | -31.4% | +21.0% | +1.1% |
| All | -49.1% | -27.2% | -21.8% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling