+289.7%
M vs DAR
+1,762.6%
-1,472.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.7% |
| 7D | +4.7% | +1.4% | +3.4% | +4.6% |
| 30D | -9.6% | +12.8% | -22.4% | -10.9% |
| 3M | +0.9% | +7.4% | -6.5% | -0.2% |
| 6M | +22.3% | +22.3% | 0.0% | +19.1% |
| YTD | +6.5% | +81.1% | -74.6% | -0.6% |
| 1Y | +38.8% | +106.5% | -67.7% | +27.5% |
| 3Y | +115.9% | +5.3% | +110.6% | +110.7% |
| 5Y | +28.6% | -11.5% | +40.2% | +27.7% |
| 10Y | -2.5% | +353.3% | -355.9% | -15.7% |
| All | +289.7% | +1,762.6% | -1,472.8% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling