+309.8%
DAR vs BUD
-3.2%
+313.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +9.2% | -1.6% | +10.8% | +9.9% |
| 30D | -12.3% | +6.7% | -18.9% | -15.4% |
| 3M | -12.7% | +5.9% | -18.6% | -15.7% |
| 6M | -12.8% | +5.1% | -17.8% | -16.1% |
| YTD | +53.8% | +32.9% | +20.9% | +30.7% |
| 1Y | +60.3% | +31.8% | +28.5% | +36.6% |
| 3Y | +31.7% | +47.4% | -15.6% | +3.5% |
| 5Y | -27.7% | +50.8% | -78.6% | -45.4% |
| All | +309.8% | -3.2% | +313.0% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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