-49.3%
COMP vs DAR
-24.8%
-24.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | 0.0% | +11.6% | -11.6% | -4.4% |
| 30D | +16.6% | -10.2% | +26.8% | +21.3% |
| 3M | -23.5% | -14.8% | -8.7% | -19.1% |
| 6M | +25.7% | -10.1% | +35.8% | +27.9% |
| YTD | -3.4% | +55.5% | -58.9% | -26.7% |
| 1Y | +7.6% | +61.7% | -54.1% | -20.3% |
| 3Y | +423.6% | +37.2% | +386.4% | +287.2% |
| 5Y | -10.6% | -26.9% | +16.3% | -1.1% |
| All | -49.3% | -24.8% | -24.5% | -44.1% |
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