+359.5%
DAR vs SBAC
+87.1%
+272.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.5% |
| 7D | -0.1% | -2.1% | +2.0% | +0.5% |
| 30D | +2.6% | +2.0% | +0.6% | +2.0% |
| 3M | +14.2% | -8.3% | +22.5% | +16.7% |
| 6M | +17.2% | +0.3% | +16.9% | +15.4% |
| YTD | +80.9% | -2.2% | +83.1% | +79.0% |
| 1Y | +104.0% | -4.6% | +108.6% | +103.4% |
| 3Y | +3.6% | -8.3% | +11.9% | +2.5% |
| 5Y | -7.8% | -42.8% | +35.0% | +4.6% |
| All | +359.5% | +87.1% | +272.4% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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