+7.0%
IDXX vs DAR
+5.7%
+1.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | -11.5% | +2.6% | -14.2% | -11.9% |
| 3M | -9.5% | +14.2% | -23.8% | -11.3% |
| 6M | -16.0% | +17.2% | -33.1% | -18.2% |
| YTD | -25.4% | +80.9% | -106.3% | -32.3% |
| 1Y | -21.8% | +104.0% | -125.8% | -30.7% |
| 3Y | +7.0% | +3.6% | +3.4% | +13.2% |
| All | +7.0% | +5.7% | +1.4% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling