+47.6%
EXC vs DAR
-11.0%
+58.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | -3.7% | +12.8% | -16.5% | -4.9% |
| 3M | -1.3% | +7.4% | -8.6% | -2.1% |
| 6M | -9.7% | +22.3% | -32.0% | -11.8% |
| YTD | +2.9% | +81.1% | -78.2% | -3.5% |
| 1Y | +4.4% | +106.5% | -102.1% | -3.8% |
| 3Y | +22.2% | +5.3% | +16.9% | +21.8% |
| All | +47.6% | -11.0% | +58.6% | +50.7% |
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