-3.5%
IR vs DAR
+104.4%
-107.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.3% |
| 7D | -2.8% | +1.4% | -4.2% | -2.9% |
| 30D | -15.1% | +12.8% | -27.9% | -15.8% |
| 3M | +6.1% | +7.4% | -1.3% | +5.6% |
| 6M | -16.8% | +22.3% | -39.1% | -20.0% |
| YTD | -3.5% | +81.1% | -84.6% | -14.8% |
| 1Y | -3.5% | +106.5% | -110.0% | -16.7% |
| All | -3.5% | +104.4% | -107.8% | -16.7% |
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