+1,674.5%
GE vs DAR
+1,762.6%
-88.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.2% |
| 7D | -1.6% | +1.4% | -2.9% | -1.7% |
| 30D | -11.6% | +12.8% | -24.4% | -12.5% |
| 3M | +3.0% | +7.4% | -4.3% | +2.2% |
| 6M | -0.5% | +22.3% | -22.8% | -2.5% |
| YTD | +9.7% | +81.1% | -71.3% | +4.2% |
| 1Y | +20.0% | +106.5% | -86.5% | +12.7% |
| 3Y | +275.8% | +5.3% | +270.5% | +267.6% |
| 5Y | +429.1% | -11.5% | +440.6% | +421.8% |
| 10Y | +151.2% | +353.3% | -202.2% | +121.4% |
| All | +1,674.5% | +1,762.6% | -88.0% | +1,327.1% |
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