+48.3%
D vs DAR
+269.9%
-221.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | +2.4% | -3.8% | +6.2% | +2.8% |
| 30D | +10.9% | -14.4% | +25.3% | +12.9% |
| 3M | +2.8% | -17.9% | +20.8% | +5.1% |
| 6M | +12.7% | -18.3% | +31.0% | +15.0% |
| YTD | +20.3% | +43.2% | -22.9% | +13.9% |
| 1Y | +17.1% | +57.7% | -40.6% | +9.3% |
| 3Y | +75.1% | +22.7% | +52.4% | +65.3% |
| 5Y | +13.1% | -34.0% | +47.2% | +14.6% |
| 10Y | +48.3% | +279.5% | -231.2% | +10.1% |
| All | +48.3% | +269.9% | -221.7% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling