+16.8%
DOC vs DAR
+299.5%
-282.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.7% |
| 7D | +8.7% | -5.7% | +14.4% | +10.2% |
| 30D | +7.6% | -16.6% | +24.2% | +12.3% |
| 3M | -5.3% | -13.1% | +7.8% | -2.7% |
| 6M | +27.6% | -18.8% | +46.4% | +32.7% |
| YTD | +32.4% | +45.3% | -12.9% | +16.8% |
| 1Y | +22.9% | +60.6% | -37.8% | +5.2% |
| 3Y | +43.1% | +15.7% | +27.4% | +28.8% |
| 5Y | -21.4% | -37.6% | +16.2% | -17.8% |
| 10Y | +16.8% | +292.1% | -275.2% | -38.9% |
| All | +16.8% | +299.5% | -282.7% | -38.9% |
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