-11.6%
DAR vs COO
-38.8%
+27.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | +1.4% | -2.2% | +3.6% | +2.1% |
| 30D | +12.8% | -7.0% | +19.8% | +15.5% |
| 3M | +7.4% | +12.2% | -4.8% | +2.1% |
| 6M | +22.3% | -15.1% | +37.4% | +28.9% |
| YTD | +81.1% | -15.1% | +96.2% | +90.6% |
| 1Y | +106.5% | +2.3% | +104.2% | +100.7% |
| 3Y | +5.3% | -23.7% | +29.0% | +11.6% |
| All | -11.6% | -38.8% | +27.2% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling