-1.0%
LOW vs DAR
+59.8%
-60.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.5% |
| 7D | +0.1% | +9.2% | -9.1% | +1.0% |
| 30D | +21.3% | -12.3% | +33.5% | +19.9% |
| 3M | +6.0% | -12.7% | +18.7% | +4.6% |
| 6M | +2.6% | -12.8% | +15.3% | +2.2% |
| YTD | -3.6% | +53.8% | -57.4% | -15.0% |
| 1Y | -1.0% | +60.3% | -61.2% | -13.3% |
| All | -1.0% | +59.8% | -60.7% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling