+280.4%
DAR vs COO
+40.7%
+239.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.1% | +3.7% |
| 7D | -2.8% | +4.3% | -7.0% | -4.5% |
| 30D | -12.8% | +17.6% | -30.4% | -18.7% |
| 3M | -11.6% | -13.9% | +2.3% | -7.1% |
| 6M | -16.8% | +6.6% | -23.3% | -21.2% |
| YTD | +45.9% | -22.0% | +67.9% | +58.0% |
| 1Y | +61.5% | -8.8% | +70.3% | +62.4% |
| 3Y | +23.0% | -21.5% | +44.4% | +27.0% |
| 5Y | -35.8% | -41.0% | +5.2% | -24.9% |
| 10Y | +280.4% | +40.9% | +239.5% | +223.7% |
| All | +280.4% | +40.7% | +239.7% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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