-10.9%
DT vs DAR
+21.9%
-32.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.4% | +0.8% |
| 7D | -20.2% | -2.8% | -17.5% | -20.0% |
| 30D | -30.8% | -12.8% | -17.9% | -29.9% |
| 3M | -10.2% | -11.6% | +1.4% | -9.4% |
| 6M | +8.0% | -16.8% | +24.8% | +9.5% |
| YTD | +1.5% | +45.9% | -44.5% | -3.9% |
| 1Y | -6.9% | +61.5% | -68.4% | -13.0% |
| 3Y | -10.9% | +23.0% | -33.9% | -15.8% |
| All | -10.9% | +21.9% | -32.8% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling