+227.1%
LOW vs DAR
+375.1%
-148.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -2.6% | +0.9% | -3.6% | -2.9% |
| 30D | -11.1% | +6.4% | -17.6% | -12.8% |
| 3M | -8.5% | +13.2% | -21.7% | -12.3% |
| 6M | -20.8% | +26.2% | -47.0% | -26.8% |
| YTD | -17.2% | +84.4% | -101.6% | -31.4% |
| 1Y | -24.7% | +112.0% | -136.8% | -40.6% |
| 3Y | -9.7% | +13.4% | -23.1% | -17.4% |
| 5Y | +6.0% | -6.0% | +12.0% | -2.2% |
| All | +227.1% | +375.1% | -148.0% | +41.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling