-18.8%
IBM vs DAR
+60.0%
-78.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +0.5% |
| 7D | -2.5% | -2.8% | +0.2% | -2.6% |
| 30D | +8.4% | -12.8% | +21.2% | +8.1% |
| 3M | +4.5% | -11.6% | +16.0% | +4.1% |
| 6M | +7.9% | -16.8% | +24.7% | +8.1% |
| YTD | -15.2% | +45.9% | -61.1% | -18.0% |
| All | -18.8% | +60.0% | -78.8% | -21.9% |
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