+27.7%
EXC vs DAR
+11.9%
+15.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.9% |
| 7D | -1.2% | -9.9% | +8.8% | -0.7% |
| 30D | +10.0% | -16.4% | +26.3% | +10.8% |
| 3M | +1.6% | -17.1% | +18.7% | +2.4% |
| 6M | +3.3% | -20.5% | +23.7% | +4.2% |
| YTD | +7.6% | +39.4% | -31.9% | +4.9% |
| 1Y | +3.5% | +57.2% | -53.8% | +0.2% |
| 3Y | +27.7% | +13.9% | +13.8% | +28.6% |
| All | +27.7% | +11.9% | +15.8% | +28.6% |
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