-10.9%
DOW vs DAR
+220.7%
-231.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -6.0% | -0.2% | -5.8% | -5.9% |
| 30D | -2.7% | +7.4% | -10.2% | -6.1% |
| 3M | -10.5% | +15.7% | -26.2% | -16.6% |
| 6M | -12.4% | +30.0% | -42.5% | -22.4% |
| YTD | +30.0% | +87.5% | -57.5% | -2.3% |
| 1Y | +27.8% | +113.4% | -85.6% | -9.7% |
| 3Y | -34.9% | +15.3% | -50.2% | -42.6% |
| 5Y | -35.9% | -4.3% | -31.6% | -42.5% |
| All | -10.9% | +220.7% | -231.7% | -66.7% |
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