+3,045.8%
IBM vs DAR
+1,334.0%
+1,711.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.8% |
| 7D | -5.0% | -9.9% | +5.0% | -4.4% |
| 30D | +11.1% | -16.4% | +27.5% | +12.2% |
| 3M | +5.7% | -17.1% | +22.8% | +6.7% |
| 6M | +10.1% | -20.5% | +30.6% | +11.3% |
| YTD | -15.6% | +39.4% | -55.0% | -17.4% |
| 1Y | -19.5% | +57.2% | -76.8% | -21.9% |
| 3Y | +80.4% | +13.9% | +66.5% | +76.9% |
| 5Y | +140.0% | -40.8% | +180.8% | +142.2% |
| 10Y | +155.0% | +276.2% | -121.3% | +132.9% |
| All | +3,045.8% | +1,334.0% | +1,711.8% | +2,607.6% |
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