+3,457.2%
DLR vs DAR
+1,293.4%
+2,163.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +2.3% |
| 7D | +2.4% | -2.8% | +5.1% | +3.0% |
| 30D | +0.7% | -12.8% | +13.6% | +4.0% |
| 3M | -6.4% | -11.6% | +5.1% | -4.1% |
| 6M | -6.5% | -16.8% | +10.2% | -3.3% |
| YTD | +18.8% | +45.9% | -27.1% | +7.0% |
| 1Y | +9.0% | +61.5% | -52.4% | -4.4% |
| 3Y | +54.5% | +23.0% | +31.5% | +39.1% |
| 5Y | +35.8% | -35.8% | +71.7% | +39.0% |
| 10Y | +177.5% | +280.4% | -102.9% | +59.3% |
| All | +3,457.2% | +1,293.4% | +2,163.9% | +1,172.6% |
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