+37.2%
DAR vs COO
-24.0%
+61.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +11.6% | +0.5% | +11.1% | +11.5% |
| 30D | -10.2% | +14.2% | -24.4% | -12.7% |
| 3M | -14.8% | -18.2% | +3.4% | -11.1% |
| 6M | -10.1% | +5.3% | -15.4% | -12.8% |
| YTD | +55.5% | -23.6% | +79.1% | +65.9% |
| 1Y | +61.7% | -12.7% | +74.4% | +64.8% |
| 3Y | +37.2% | -24.2% | +61.4% | +34.4% |
| All | +37.2% | -24.0% | +61.2% | +34.4% |
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