+359.5%
DAR vs BTG
+159.3%
+200.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -0.1% | -3.8% | +3.6% | +0.4% |
| 30D | +2.6% | +3.6% | -1.0% | +1.9% |
| 3M | +14.2% | +32.0% | -17.8% | +9.0% |
| 6M | +17.2% | +3.4% | +13.8% | +15.0% |
| YTD | +80.9% | +20.8% | +60.1% | +72.2% |
| 1Y | +104.0% | +22.4% | +81.6% | +92.6% |
| 3Y | +3.6% | +91.7% | -88.1% | -10.8% |
| 5Y | -7.8% | +79.0% | -86.8% | -20.7% |
| All | +359.5% | +159.3% | +200.2% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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