+23.0%
DAR vs COO
-23.3%
+46.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.1% | +4.2% |
| 7D | -2.8% | +4.3% | -7.0% | -3.5% |
| 30D | -12.8% | +17.6% | -30.4% | -15.7% |
| 3M | -11.6% | -13.9% | +2.3% | -8.7% |
| 6M | -16.8% | +6.6% | -23.3% | -19.4% |
| YTD | +45.9% | -22.0% | +67.9% | +55.0% |
| 1Y | +61.5% | -8.8% | +70.3% | +62.7% |
| 3Y | +23.0% | -21.5% | +44.4% | +19.3% |
| All | +23.0% | -23.3% | +46.3% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling