+14.6%
DAR vs SBAC
-9.5%
+24.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +13.0% | +3.2% | +9.7% | +12.1% |
| 3M | +15.0% | -5.1% | +20.0% | +16.1% |
| 6M | +26.8% | -2.1% | +28.9% | +26.3% |
| YTD | +86.4% | -0.5% | +86.9% | +84.4% |
| 1Y | +115.1% | +1.1% | +114.0% | +111.7% |
| 3Y | +14.6% | -7.4% | +22.1% | +12.8% |
| All | +14.6% | -9.5% | +24.2% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling