+115.5%
IBM vs DAR
-11.0%
+126.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | -0.3% | +1.4% | -1.6% | -0.5% |
| 30D | +0.3% | +12.8% | -12.5% | -1.3% |
| 3M | -21.6% | +7.4% | -29.0% | -22.4% |
| 6M | -4.7% | +22.3% | -27.0% | -7.4% |
| YTD | -19.1% | +81.1% | -100.2% | -25.3% |
| 1Y | -2.5% | +106.5% | -109.0% | -11.8% |
| 3Y | +74.2% | +5.3% | +68.9% | +68.9% |
| All | +115.5% | -11.0% | +126.5% | +113.0% |
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 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