+91.4%
IT vs DAR
+364.6%
-273.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -9.1% | -0.2% | -9.0% | -9.2% |
| 30D | -12.2% | +7.4% | -19.6% | -14.0% |
| 3M | +7.8% | +15.7% | -7.9% | +3.2% |
| 6M | +2.0% | +30.0% | -28.0% | -5.5% |
| YTD | -32.7% | +87.5% | -120.3% | -43.5% |
| 1Y | -31.1% | +113.4% | -144.5% | -44.5% |
| 3Y | -52.1% | +15.3% | -67.4% | -56.0% |
| 5Y | -46.3% | -4.3% | -42.0% | -49.8% |
| 10Y | +91.4% | +380.2% | -288.8% | +3.9% |
| All | +91.4% | +364.6% | -273.3% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling