-42.2%
DT vs DAR
-37.0%
-5.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.4% | +0.2% |
| 7D | -20.2% | -2.8% | -17.5% | -19.7% |
| 30D | -30.8% | -12.8% | -17.9% | -28.6% |
| 3M | -10.2% | -11.6% | +1.4% | -8.1% |
| 6M | +8.0% | -16.8% | +24.8% | +11.7% |
| YTD | +1.5% | +45.9% | -44.5% | -9.4% |
| 1Y | -6.9% | +61.5% | -68.4% | -19.2% |
| 3Y | -10.9% | +23.0% | -33.9% | -21.0% |
| 5Y | -42.2% | -35.8% | -6.3% | -35.7% |
| All | -42.2% | -37.0% | -5.2% | -35.7% |
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