+160.1%
M vs DAR
+33.7%
+126.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | +7.0% | +11.6% | -4.5% | +4.7% |
| 30D | +8.9% | -10.2% | +19.2% | +11.0% |
| 3M | +4.5% | -14.8% | +19.3% | +7.3% |
| 6M | +36.2% | -10.1% | +46.3% | +37.5% |
| YTD | +15.1% | +55.5% | -40.4% | -1.6% |
| 1Y | +27.4% | +61.7% | -34.2% | +7.6% |
| 3Y | +160.1% | +37.2% | +123.0% | +120.9% |
| All | +160.1% | +33.7% | +126.5% | +120.9% |
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