+151.5%
EXC vs DAR
+367.0%
-215.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.1% |
| 7D | +1.2% | -0.9% | +2.1% | +1.4% |
| 30D | -2.7% | +13.0% | -15.7% | -5.2% |
| 3M | -1.0% | +15.0% | -16.0% | -4.0% |
| 6M | -9.3% | +26.8% | -36.1% | -14.0% |
| YTD | +3.6% | +86.4% | -82.8% | -9.2% |
| 1Y | +5.9% | +115.1% | -109.2% | -10.5% |
| 3Y | +21.3% | +14.6% | +6.7% | +14.4% |
| 5Y | +46.2% | -8.8% | +55.0% | +40.4% |
| 10Y | +151.5% | +356.5% | -205.1% | +46.4% |
| All | +151.5% | +367.0% | -215.5% | +46.4% |
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