+3.2%
EXC vs DAR
+65.2%
-62.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | +0.2% |
| 7D | -1.4% | +3.6% | -5.0% | -1.3% |
| 30D | +8.3% | -11.3% | +19.6% | +8.3% |
| 3M | +2.6% | -13.1% | +15.7% | +2.6% |
| 6M | +5.2% | -15.1% | +20.3% | +6.1% |
| YTD | +7.5% | +50.5% | -43.0% | +3.6% |
| 1Y | +3.2% | +57.9% | -54.8% | -1.2% |
| All | +3.2% | +65.2% | -62.1% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling