-37.9%
DG vs DAR
-8.5%
-29.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -7.0% | -4.3% |
| 7D | -2.5% | -0.9% | -1.6% | -2.4% |
| 30D | +1.0% | +13.0% | -11.9% | -0.5% |
| 3M | +20.3% | +15.0% | +5.3% | +18.1% |
| 6M | -11.7% | +26.8% | -38.6% | -14.7% |
| YTD | -2.3% | +86.4% | -88.7% | -10.3% |
| 1Y | +20.0% | +115.1% | -95.1% | +8.0% |
| 3Y | +7.2% | +14.6% | -7.4% | +4.4% |
| 5Y | -37.9% | -8.8% | -29.2% | -38.1% |
| All | -37.9% | -8.5% | -29.4% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling