-6.1%
F vs DAR
+61.9%
-68.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | +0.1% |
| 7D | -3.1% | +11.6% | -14.7% | -3.0% |
| 30D | 0.0% | -10.2% | +10.3% | +0.1% |
| 3M | -13.2% | -14.8% | +1.6% | -13.3% |
| 6M | -10.2% | -10.1% | -0.1% | -10.2% |
| YTD | -4.9% | +55.5% | -60.5% | -23.8% |
| 1Y | -6.1% | +61.7% | -67.8% | -26.0% |
| All | -6.1% | +61.9% | -68.0% | -26.0% |
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