+849.3%
DD vs DAR
+1,400.9%
-551.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.7% | +1.2% | +5.4% |
| 7D | +9.8% | -2.8% | +12.6% | +10.1% |
| 30D | +19.3% | -12.8% | +32.2% | +20.9% |
| 3M | +9.4% | -11.6% | +21.0% | +10.5% |
| 6M | +4.8% | -16.8% | +21.6% | +6.4% |
| YTD | +30.2% | +45.9% | -15.7% | +24.9% |
| 1Y | +32.2% | +61.5% | -29.3% | +25.5% |
| 3Y | +93.1% | +23.0% | +70.1% | +86.3% |
| 5Y | +68.0% | -35.8% | +103.8% | +71.1% |
| 10Y | +98.5% | +280.4% | -181.9% | +72.7% |
| All | +849.3% | +1,400.9% | -551.5% | +633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling