-10.8%
DOW vs DAR
+209.7%
-220.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.6% |
| 7D | -2.4% | +1.4% | -3.7% | -3.0% |
| 30D | +0.4% | +12.8% | -12.4% | -5.2% |
| 3M | -14.4% | +7.4% | -21.8% | -17.5% |
| 6M | -7.0% | +22.3% | -29.2% | -15.2% |
| YTD | +30.2% | +81.1% | -50.9% | -0.6% |
| 1Y | +29.2% | +106.5% | -77.3% | -7.3% |
| 3Y | -36.7% | +5.3% | -42.0% | -41.8% |
| 5Y | -37.7% | -11.5% | -26.1% | -41.9% |
| All | -10.8% | +209.7% | -220.5% | -66.2% |
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 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