+246.2%
DIA vs DAR
+367.0%
-120.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -1.8% |
| 7D | +0.1% | -0.9% | +0.9% | +0.2% |
| 30D | -2.1% | +13.0% | -15.0% | -5.0% |
| 3M | +4.2% | +15.0% | -10.8% | +0.3% |
| 6M | +11.9% | +26.8% | -15.0% | +4.9% |
| YTD | +10.8% | +86.4% | -75.6% | -5.3% |
| 1Y | +17.5% | +115.1% | -97.6% | -3.7% |
| 3Y | +59.9% | +14.6% | +45.3% | +48.2% |
| 5Y | +64.1% | -8.8% | +72.9% | +55.8% |
| 10Y | +246.2% | +356.5% | -110.3% | +87.2% |
| All | +246.2% | +367.0% | -120.8% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling