+13.7%
COMP vs DAR
+57.1%
-43.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.8% | -5.6% | -7.9% |
| 7D | +7.2% | -3.8% | +11.0% | +5.8% |
| 30D | +6.4% | -14.4% | +20.8% | +1.8% |
| 3M | -19.4% | -17.9% | -1.5% | -23.7% |
| 6M | +14.6% | -18.3% | +32.9% | +10.3% |
| YTD | -5.5% | +43.2% | -48.7% | -17.3% |
| 1Y | +13.7% | +57.7% | -44.1% | -5.4% |
| All | +13.7% | +57.1% | -43.4% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling