+583.4%
DG vs DAR
+851.7%
-268.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.6% |
| 7D | +8.4% | +1.4% | +7.0% | +8.2% |
| 30D | +4.9% | +12.8% | -7.8% | +3.1% |
| 3M | +29.3% | +7.4% | +22.0% | +27.7% |
| 6M | -11.3% | +22.3% | -33.5% | -14.2% |
| YTD | +1.8% | +81.1% | -79.3% | -7.0% |
| 1Y | +25.3% | +106.5% | -81.2% | +12.1% |
| 3Y | +9.1% | +5.3% | +3.8% | +5.4% |
| 5Y | -34.9% | -11.5% | -23.3% | -36.6% |
| 10Y | +108.2% | +353.3% | -245.2% | +51.8% |
| All | +583.4% | +851.7% | -268.3% | +328.3% |
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