+4,072.2%
DAR vs SBAC
+2,208.1%
+1,864.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +1.4% | -0.8% | +2.1% | +1.4% |
| 30D | +12.8% | +6.9% | +5.9% | +11.8% |
| 3M | +7.4% | -8.2% | +15.6% | +8.3% |
| 6M | +22.3% | -1.6% | +23.9% | +21.9% |
| YTD | +81.1% | -0.1% | +81.2% | +80.1% |
| 1Y | +106.5% | -0.5% | +107.0% | +105.4% |
| 3Y | +5.3% | -9.1% | +14.4% | +5.3% |
| 5Y | -11.5% | -43.8% | +32.2% | -6.9% |
| 10Y | +353.3% | +80.5% | +272.8% | +317.6% |
| All | +4,072.2% | +2,208.1% | +1,864.0% | +3,184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling