+110.9%
DT vs DAR
+228.8%
-117.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -3.9% |
| 7D | -4.9% | -0.9% | -4.0% | -4.7% |
| 30D | +2.7% | +13.0% | -10.3% | -1.2% |
| 3M | +20.0% | +15.0% | +5.0% | +14.1% |
| 6M | +28.0% | +26.8% | +1.2% | +17.9% |
| YTD | +16.0% | +86.4% | -70.4% | -5.4% |
| 1Y | +0.7% | +115.1% | -114.4% | -22.2% |
| 3Y | +6.2% | +14.6% | -8.4% | -3.4% |
| 5Y | -28.1% | -8.8% | -19.4% | -31.2% |
| All | +110.9% | +228.8% | -117.9% | +9.2% |
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 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