-29.9%
COMP vs DAR
-11.0%
-18.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +1.4% | +1.4% | 0.0% | +0.5% |
| 30D | -13.3% | +12.8% | -26.1% | -18.6% |
| 3M | +41.1% | +7.4% | +33.8% | +34.0% |
| 6M | +17.2% | +22.3% | -5.1% | +2.2% |
| YTD | +5.2% | +81.1% | -75.9% | -26.2% |
| 1Y | +18.9% | +106.5% | -87.6% | -23.5% |
| 3Y | +215.9% | +5.3% | +210.6% | +197.1% |
| All | -29.9% | -11.0% | -18.9% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling