+860.0%
DD vs DAR
+1,373.4%
-513.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.3% |
| 7D | +2.2% | -3.8% | +6.1% | +2.6% |
| 30D | +20.7% | -14.4% | +35.1% | +22.5% |
| 3M | +11.3% | -17.9% | +29.2% | +13.3% |
| 6M | +6.0% | -18.3% | +24.3% | +7.8% |
| YTD | +31.7% | +43.2% | -11.5% | +26.5% |
| 1Y | +32.2% | +57.7% | -25.5% | +25.8% |
| 3Y | +92.7% | +22.7% | +70.0% | +86.0% |
| 5Y | +72.1% | -34.0% | +106.1% | +74.8% |
| 10Y | +99.7% | +279.5% | -179.8% | +73.9% |
| All | +860.0% | +1,373.4% | -513.4% | +643.1% |
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