+312.5%
M vs DAR
+1,348.6%
-1,036.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -5.6% |
| 7D | -2.1% | -8.1% | +5.9% | -1.3% |
| 30D | +7.7% | -17.1% | +24.8% | +9.7% |
| 3M | -4.4% | -12.3% | +7.9% | -3.4% |
| 6M | +27.5% | -21.8% | +49.3% | +30.2% |
| YTD | +12.8% | +40.8% | -28.1% | +7.9% |
| 1Y | +20.7% | +57.4% | -36.6% | +14.1% |
| 3Y | +111.3% | +12.1% | +99.2% | +104.9% |
| 5Y | -6.3% | -40.2% | +33.9% | -3.4% |
| 10Y | +1.5% | +280.1% | -278.6% | -10.5% |
| All | +312.5% | +1,348.6% | -1,036.0% | +225.9% |
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 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