+4.6%
MKTX vs DAR
+366.1%
-361.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +0.7% | +2.6% | -1.9% | +0.2% |
| 3M | +40.8% | +14.2% | +26.6% | +37.7% |
| 6M | -8.0% | +17.2% | -25.2% | -10.5% |
| YTD | -8.7% | +80.9% | -89.6% | -17.0% |
| 1Y | -11.8% | +104.0% | -115.8% | -21.6% |
| 3Y | -24.0% | +3.6% | -27.7% | -25.9% |
| 5Y | -60.3% | -7.8% | -52.5% | -61.4% |
| All | +4.6% | +366.1% | -361.5% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling