+3,193.3%
IT vs DAR
+1,334.0%
+1,859.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | -16.9% | -9.9% | -7.0% | -16.1% |
| 30D | +2.3% | -16.4% | +18.7% | +3.9% |
| 3M | +2.9% | -17.1% | +19.9% | +4.4% |
| 6M | +25.9% | -20.5% | +46.3% | +28.0% |
| YTD | -24.6% | +39.4% | -64.1% | -27.4% |
| 1Y | -16.0% | +57.2% | -73.3% | -20.1% |
| 3Y | -51.6% | +13.9% | -65.4% | -53.2% |
| 5Y | -42.6% | -40.8% | -1.8% | -41.6% |
| 10Y | +103.6% | +276.2% | -172.7% | +75.1% |
| All | +3,193.3% | +1,334.0% | +1,859.3% | +2,154.2% |
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