+7,194.6%
DAR vs BG
+1,185.2%
+6,009.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.4% | +0.8% |
| 7D | -0.9% | +2.4% | -3.2% | -2.0% |
| 30D | +13.0% | +15.0% | -2.1% | +5.5% |
| 3M | +15.0% | -0.7% | +15.7% | +15.1% |
| 6M | +26.8% | +7.5% | +19.3% | +22.0% |
| YTD | +86.4% | +41.6% | +44.8% | +56.2% |
| 1Y | +115.1% | +50.7% | +64.4% | +74.1% |
| 3Y | +14.6% | +20.3% | -5.7% | +3.5% |
| 5Y | -8.8% | +85.2% | -94.0% | -32.6% |
| 10Y | +356.5% | +160.6% | +195.9% | +178.4% |
| All | +7,194.6% | +1,185.2% | +6,009.4% | +3,164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling