-49.3%
COMP vs DAR
-32.6%
-16.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.7% | +11.2% |
| 7D | +13.4% | -9.9% | +23.4% | +18.3% |
| 30D | +11.1% | -16.4% | +27.5% | +18.9% |
| 3M | -18.8% | -17.1% | -1.8% | -13.5% |
| 6M | +10.5% | -20.5% | +31.0% | +18.4% |
| YTD | -3.4% | +39.4% | -42.8% | -23.3% |
| 1Y | +19.7% | +57.2% | -37.5% | -11.0% |
| 3Y | +381.6% | +13.9% | +367.7% | +293.0% |
| 5Y | -17.6% | -40.8% | +23.2% | -2.7% |
| All | -49.3% | -32.6% | -16.7% | -41.6% |
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 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