+13.1%
D vs DAR
-29.6%
+42.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.0% |
| 7D | -3.1% | +9.2% | -12.2% | -3.9% |
| 30D | +8.4% | -12.3% | +20.6% | +9.7% |
| 3M | +0.2% | -12.7% | +12.9% | +1.4% |
| 6M | +9.5% | -12.8% | +22.2% | +10.6% |
| YTD | +18.8% | +53.8% | -35.0% | +12.7% |
| 1Y | +14.7% | +60.3% | -45.6% | +8.2% |
| 3Y | +72.9% | +31.7% | +41.2% | +63.8% |
| 5Y | +13.1% | -27.7% | +40.9% | +20.9% |
| All | +13.1% | -29.6% | +42.7% | +20.9% |
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