+82.3%
DT vs DAR
+152.7%
-70.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -7.5% | -3.8% | -3.7% | -6.5% |
| 30D | -31.5% | -14.4% | -17.1% | -28.4% |
| 3M | -14.0% | -17.9% | +3.9% | -9.5% |
| 6M | +6.9% | -18.3% | +25.2% | +12.0% |
| YTD | +0.3% | +43.2% | -42.9% | -12.0% |
| 1Y | -6.9% | +57.7% | -64.6% | -21.0% |
| 3Y | -13.9% | +22.7% | -36.6% | -25.6% |
| 5Y | -39.9% | -34.0% | -5.9% | -36.6% |
| All | +82.3% | +152.7% | -70.3% | +1.6% |
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 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