+89.2%
IT vs DAR
+311.7%
-222.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.4% |
| 7D | +1.1% | +11.6% | -10.5% | -1.5% |
| 30D | -1.8% | -10.2% | +8.4% | +0.4% |
| 3M | +4.8% | -14.8% | +19.7% | +8.1% |
| 6M | +33.0% | -10.1% | +43.1% | +34.8% |
| YTD | -23.8% | +55.5% | -79.4% | -33.4% |
| 1Y | -16.5% | +61.7% | -78.2% | -27.9% |
| 3Y | -53.6% | +37.2% | -90.8% | -60.3% |
| 5Y | -42.1% | -26.9% | -15.2% | -41.9% |
| All | +89.2% | +311.7% | -222.5% | +5.0% |
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