+24.8%
LOW vs DAR
+33.7%
-8.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +1.4% | +11.6% | -10.1% | +0.2% |
| 30D | +21.7% | -10.2% | +31.9% | +23.0% |
| 3M | +5.0% | -14.8% | +19.9% | +6.7% |
| 6M | +4.6% | -10.1% | +14.7% | +5.3% |
| YTD | -3.5% | +55.5% | -59.0% | -12.1% |
| 1Y | +0.5% | +61.7% | -61.1% | -9.2% |
| 3Y | +24.8% | +37.2% | -12.4% | +13.6% |
| All | +24.8% | +33.7% | -8.9% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling