-54.2%
COMP vs DAR
-31.9%
-22.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.1% | -5.1% | -6.9% |
| 7D | -1.8% | -8.1% | +6.3% | +1.5% |
| 30D | -0.8% | -17.1% | +16.4% | +6.7% |
| 3M | -28.1% | -12.3% | -15.9% | -25.3% |
| 6M | +27.0% | -21.8% | +48.8% | +36.9% |
| YTD | -12.8% | +40.8% | -53.6% | -31.0% |
| 1Y | +4.9% | +57.4% | -52.5% | -21.9% |
| 3Y | +321.0% | +12.1% | +308.9% | +248.6% |
| 5Y | -25.6% | -40.2% | +14.6% | -12.4% |
| All | -54.2% | -31.9% | -22.3% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling