+607.9%
DG vs DAR
+652.8%
-44.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +5.2% | -3.8% | +9.0% | +5.7% |
| 30D | +7.9% | -14.4% | +22.3% | +9.9% |
| 3M | +12.7% | -17.9% | +30.6% | +15.2% |
| 6M | +22.4% | -18.3% | +40.7% | +24.9% |
| YTD | +5.4% | +43.2% | -37.8% | -0.9% |
| 1Y | +39.4% | +57.7% | -18.3% | +29.2% |
| 3Y | +24.1% | +22.7% | +1.4% | +16.6% |
| 5Y | -32.2% | -34.0% | +1.9% | -31.4% |
| 10Y | +111.8% | +279.5% | -167.7% | +57.8% |
| All | +607.9% | +652.8% | -44.9% | +356.3% |
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