+27.4%
M vs DAR
-11.0%
+38.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.9% |
| 7D | +4.7% | +1.4% | +3.4% | +4.1% |
| 30D | -9.6% | +12.8% | -22.4% | -14.1% |
| 3M | +0.9% | +7.4% | -6.5% | -2.9% |
| 6M | +22.3% | +22.3% | 0.0% | +10.9% |
| YTD | +6.5% | +81.1% | -74.6% | -17.8% |
| 1Y | +38.8% | +106.5% | -67.7% | +0.6% |
| 3Y | +115.9% | +5.3% | +110.6% | +102.1% |
| All | +27.4% | -11.0% | +38.4% | +26.1% |
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