+8.4%
LOW vs DAR
-8.5%
+16.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.3% |
| 7D | +0.4% | -0.9% | +1.2% | +0.5% |
| 30D | -10.1% | +13.0% | -23.1% | -12.1% |
| 3M | -2.9% | +15.0% | -17.8% | -5.6% |
| 6M | -19.4% | +26.8% | -46.2% | -23.5% |
| YTD | -15.4% | +86.4% | -101.9% | -25.7% |
| 1Y | -24.9% | +115.1% | -140.0% | -36.2% |
| 3Y | -7.8% | +14.6% | -22.4% | -13.1% |
| 5Y | +8.4% | -8.8% | +17.2% | +3.3% |
| All | +8.4% | -8.5% | +16.9% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling