+99.7%
DD vs DAR
+269.9%
-170.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.7% |
| 7D | +2.2% | -3.8% | +6.1% | +3.6% |
| 30D | +20.7% | -14.4% | +35.1% | +27.0% |
| 3M | +11.3% | -17.9% | +29.2% | +18.2% |
| 6M | +6.0% | -18.3% | +24.3% | +12.0% |
| YTD | +31.7% | +43.2% | -11.5% | +13.4% |
| 1Y | +32.2% | +57.7% | -25.5% | +9.7% |
| 3Y | +92.7% | +22.7% | +70.0% | +65.8% |
| 5Y | +72.1% | -34.0% | +106.1% | +79.9% |
| 10Y | +99.7% | +279.5% | -179.8% | -1.5% |
| All | +99.7% | +269.9% | -170.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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