-24.7%
LOW vs DAR
+110.4%
-135.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.1% |
| 7D | -2.6% | +0.9% | -3.6% | -2.6% |
| 30D | -11.1% | +6.4% | -17.6% | -11.0% |
| 3M | -8.5% | +13.2% | -21.7% | -8.5% |
| 6M | -20.8% | +26.2% | -47.0% | -22.5% |
| YTD | -17.2% | +84.4% | -101.6% | -23.7% |
| 1Y | -24.7% | +112.0% | -136.8% | -32.4% |
| All | -24.7% | +110.4% | -135.1% | -32.4% |
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