+9,431.7%
DGX vs DAR
+565.6%
+8,866.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.8% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -1.2% | +13.0% | -14.2% | -1.7% |
| 3M | +19.9% | +15.0% | +4.9% | +19.2% |
| 6M | +19.2% | +26.8% | -7.6% | +17.9% |
| YTD | +37.5% | +86.4% | -48.9% | +33.9% |
| 1Y | +31.3% | +115.1% | -83.8% | +27.1% |
| 3Y | +96.6% | +14.6% | +82.0% | +93.8% |
| 5Y | +64.3% | -8.8% | +73.0% | +62.5% |
| 10Y | +241.1% | +356.5% | -115.4% | +217.4% |
| All | +9,431.7% | +565.6% | +8,866.2% | +9,655.6% |
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