+1,027.2%
MKTX vs DAR
+1,690.9%
-663.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +0.4% | +1.4% | -0.9% | 0.0% |
| 30D | +1.1% | +12.8% | -11.7% | -2.6% |
| 3M | +36.1% | +7.4% | +28.7% | +32.9% |
| 6M | -12.9% | +22.3% | -35.1% | -18.2% |
| YTD | -8.5% | +81.1% | -89.6% | -23.4% |
| 1Y | -7.5% | +106.5% | -114.0% | -26.0% |
| 3Y | -28.3% | +5.3% | -33.6% | -33.6% |
| 5Y | -63.3% | -11.5% | -51.8% | -65.8% |
| 10Y | +4.5% | +353.3% | -348.8% | -50.0% |
| All | +1,027.2% | +1,690.9% | -663.8% | +193.6% |
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