+848.9%
DAR vs BUD
+201.1%
+647.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | +12.8% | -5.7% | +18.5% | +15.8% |
| 3M | +7.4% | +3.1% | +4.2% | +5.0% |
| 6M | +22.3% | +7.9% | +14.4% | +15.9% |
| YTD | +81.1% | +27.3% | +53.8% | +57.6% |
| 1Y | +106.5% | +37.8% | +68.7% | +72.2% |
| 3Y | +5.3% | +49.8% | -44.5% | -18.2% |
| 5Y | -11.5% | +43.8% | -55.4% | -31.4% |
| 10Y | +353.3% | -22.6% | +376.0% | +341.2% |
| All | +848.9% | +201.1% | +647.8% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling