-6.0%
DAR vs BG
+88.4%
-94.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.3% |
| 7D | +0.9% | +3.7% | -2.8% | -1.7% |
| 30D | +6.4% | +12.3% | -5.9% | -2.0% |
| 3M | +13.2% | -2.2% | +15.5% | +14.5% |
| 6M | +26.2% | +5.3% | +20.9% | +20.7% |
| YTD | +84.4% | +42.4% | +42.0% | +41.2% |
| 1Y | +112.0% | +55.2% | +56.9% | +51.4% |
| 3Y | +13.4% | +21.0% | -7.6% | -4.1% |
| 5Y | -6.0% | +87.1% | -93.1% | -47.4% |
| All | -6.0% | +88.4% | -94.4% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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