-44.8%
COMP vs DAR
-12.4%
-32.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +1.4% | +1.4% | 0.0% | +0.6% |
| 30D | -13.3% | +12.8% | -26.1% | -18.4% |
| 3M | +41.1% | +7.4% | +33.8% | +34.4% |
| 6M | +17.2% | +22.3% | -5.1% | +3.0% |
| YTD | +5.2% | +81.1% | -75.9% | -24.6% |
| 1Y | +18.9% | +106.5% | -87.6% | -21.4% |
| 3Y | +215.9% | +5.3% | +210.6% | +193.5% |
| 5Y | -31.2% | -11.5% | -19.6% | -28.6% |
| All | -44.8% | -12.4% | -32.4% | -42.5% |
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 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