-30.8%
DOW vs DAR
-37.0%
+6.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -3.2% |
| 7D | -9.4% | -2.8% | -6.7% | -8.5% |
| 30D | +8.9% | -12.8% | +21.8% | +14.4% |
| 3M | +6.7% | -11.6% | +18.3% | +11.2% |
| 6M | -14.2% | -16.8% | +2.6% | -8.7% |
| YTD | +36.9% | +45.9% | -9.0% | +19.0% |
| 1Y | +45.8% | +61.5% | -15.7% | +22.0% |
| 3Y | -23.9% | +23.0% | -46.9% | -33.1% |
| 5Y | -30.8% | -35.8% | +5.1% | -22.9% |
| All | -30.8% | -37.0% | +6.2% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling