+4,415.1%
DVA vs DAR
+714.9%
+3,700.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.3% |
| 7D | +1.8% | +1.4% | +0.5% | +1.8% |
| 30D | -2.5% | +12.8% | -15.3% | -3.1% |
| 3M | -4.3% | +7.4% | -11.6% | -4.6% |
| 6M | +18.9% | +22.3% | -3.4% | +17.6% |
| YTD | +61.9% | +81.1% | -19.1% | +57.1% |
| 1Y | +35.7% | +106.5% | -70.8% | +30.8% |
| 3Y | +78.6% | +5.3% | +73.4% | +76.4% |
| 5Y | +39.2% | -11.5% | +50.8% | +37.9% |
| 10Y | +184.0% | +353.3% | -169.3% | +162.5% |
| All | +4,415.1% | +714.9% | +3,700.2% | +4,416.9% |
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