+66.5%
DD vs DAR
+364.6%
-298.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | -9.2% | +7.4% | -16.7% | -11.8% |
| 3M | -9.0% | +15.7% | -24.7% | -14.3% |
| 6M | -5.0% | +30.0% | -35.0% | -14.5% |
| YTD | +7.4% | +87.5% | -80.1% | -15.3% |
| 1Y | +35.1% | +113.4% | -78.3% | +0.8% |
| 3Y | +43.2% | +15.3% | +27.9% | +27.7% |
| 5Y | +59.6% | -4.3% | +64.0% | +45.4% |
| 10Y | +66.5% | +380.2% | -313.6% | -24.2% |
| All | +66.5% | +364.6% | -298.1% | -24.2% |
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