+21,379.1%
COST vs DAR
+1,481.7%
+19,897.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.3% |
| 7D | +2.5% | +9.2% | -6.7% | +2.1% |
| 30D | +14.6% | -12.3% | +26.8% | +15.2% |
| 3M | +15.2% | -12.7% | +27.9% | +15.8% |
| 6M | +7.2% | -12.8% | +20.0% | +7.7% |
| YTD | +27.4% | +53.8% | -26.4% | +24.7% |
| 1Y | +20.2% | +60.3% | -40.1% | +17.4% |
| 3Y | +96.9% | +31.7% | +65.1% | +92.5% |
| 5Y | +122.8% | -27.7% | +150.6% | +122.6% |
| 10Y | +764.3% | +309.8% | +454.5% | +698.7% |
| All | +21,379.1% | +1,481.7% | +19,897.4% | +17,311.1% |
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 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