+337.6%
F vs DAR
+1,762.6%
-1,424.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.5% |
| 7D | +5.3% | +1.4% | +4.0% | +5.2% |
| 30D | +4.6% | +12.8% | -8.2% | +3.3% |
| 3M | -3.7% | +7.4% | -11.0% | -4.5% |
| 6M | +16.8% | +22.3% | -5.4% | +14.3% |
| YTD | +15.3% | +81.1% | -65.8% | +8.8% |
| 1Y | +31.0% | +106.5% | -75.5% | +21.9% |
| 3Y | +45.4% | +5.3% | +40.1% | +42.0% |
| 5Y | +54.7% | -11.5% | +66.2% | +53.0% |
| 10Y | +98.2% | +353.3% | -255.1% | +73.4% |
| All | +337.6% | +1,762.6% | -1,424.9% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling