+88.1%
IT vs DAR
+269.9%
-181.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -7.5% | -3.8% | -3.7% | -6.7% |
| 30D | -1.2% | -14.4% | +13.3% | +2.3% |
| 3M | -2.2% | -17.9% | +15.7% | +1.7% |
| 6M | +19.1% | -18.3% | +37.4% | +23.5% |
| YTD | -25.1% | +43.2% | -68.4% | -33.3% |
| 1Y | -17.4% | +57.7% | -75.1% | -28.4% |
| 3Y | -54.1% | +22.7% | -76.8% | -59.5% |
| 5Y | -42.7% | -34.0% | -8.6% | -40.9% |
| 10Y | +88.1% | +279.5% | -191.3% | +6.6% |
| All | +88.1% | +269.9% | -181.8% | +6.6% |
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