+325.3%
IR vs DAR
+240.3%
+85.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +3.7% | -9.9% | +13.6% | +7.4% |
| 30D | +7.4% | -16.4% | +23.8% | +14.0% |
| 3M | -5.9% | -17.1% | +11.1% | -0.6% |
| 6M | +5.6% | -20.5% | +26.0% | +12.5% |
| YTD | +4.8% | +39.4% | -34.6% | -9.8% |
| 1Y | +6.9% | +57.2% | -50.3% | -12.2% |
| 3Y | +27.6% | +13.9% | +13.7% | +11.1% |
| 5Y | +45.8% | -40.8% | +86.6% | +59.5% |
| All | +325.3% | +240.3% | +85.0% | +81.2% |
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 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