+6.7%
D vs DAR
-11.0%
+17.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | +0.4% | +1.4% | -0.9% | +0.3% |
| 30D | -3.6% | +12.8% | -16.3% | -4.8% |
| 3M | -1.0% | +7.4% | -8.4% | -1.8% |
| 6M | +6.3% | +22.3% | -16.0% | +3.9% |
| YTD | +14.7% | +81.1% | -66.4% | +7.6% |
| 1Y | +16.9% | +106.5% | -89.6% | +7.9% |
| 3Y | +56.8% | +5.3% | +51.5% | +52.7% |
| All | +6.7% | -11.0% | +17.6% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling