+1,454.2%
D vs DAR
+1,762.6%
-308.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.4% |
| 7D | +1.5% | +1.4% | +0.1% | +1.4% |
| 30D | -2.6% | +12.8% | -15.4% | -3.0% |
| 3M | 0.0% | +7.4% | -7.4% | -0.3% |
| 6M | +7.4% | +22.3% | -14.9% | +6.5% |
| YTD | +15.9% | +81.1% | -65.2% | +13.3% |
| 1Y | +18.1% | +106.5% | -88.4% | +14.9% |
| 3Y | +58.4% | +5.3% | +53.1% | +56.9% |
| 5Y | +5.2% | -11.5% | +16.7% | +4.3% |
| 10Y | +35.9% | +353.3% | -317.5% | +27.3% |
| All | +1,454.2% | +1,762.6% | -308.4% | +1,268.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling