+17,882.1%
COST vs DAR
+1,762.6%
+16,119.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -3.1% | +1.4% | -4.5% | -3.2% |
| 30D | -2.8% | +12.8% | -15.6% | -3.3% |
| 3M | -5.7% | +7.4% | -13.0% | -6.0% |
| 6M | -8.8% | +22.3% | -31.0% | -9.7% |
| YTD | +6.7% | +81.1% | -74.4% | +3.8% |
| 1Y | -3.6% | +106.5% | -110.1% | -6.9% |
| 3Y | +75.1% | +5.3% | +69.8% | +72.9% |
| 5Y | +108.9% | -11.5% | +120.5% | +107.0% |
| 10Y | +586.2% | +353.3% | +232.8% | +531.3% |
| All | +17,882.1% | +1,762.6% | +16,119.6% | +14,382.6% |
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