+705.2%
DD vs DAR
+1,762.6%
-1,057.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.4% |
| 7D | -3.5% | +1.4% | -4.9% | -3.7% |
| 30D | -10.3% | +12.8% | -23.1% | -11.5% |
| 3M | -7.5% | +7.4% | -14.9% | -8.4% |
| 6M | -8.0% | +22.3% | -30.3% | -10.1% |
| YTD | +10.5% | +81.1% | -70.6% | +3.8% |
| 1Y | +38.3% | +106.5% | -68.2% | +28.0% |
| 3Y | +42.5% | +5.3% | +37.2% | +39.4% |
| 5Y | +60.2% | -11.5% | +71.7% | +58.2% |
| 10Y | +68.9% | +353.3% | -284.5% | +44.3% |
| All | +705.2% | +1,762.6% | -1,057.3% | +509.5% |
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