+8,814.8%
MO vs DAR
+1,762.6%
+7,052.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +0.3% | +1.4% | -1.0% | +0.3% |
| 30D | +0.6% | +12.8% | -12.1% | +0.2% |
| 3M | -1.0% | +7.4% | -8.3% | -1.3% |
| 6M | +4.3% | +22.3% | -17.9% | +3.6% |
| YTD | +23.3% | +81.1% | -57.8% | +20.9% |
| 1Y | +10.5% | +106.5% | -96.0% | +7.8% |
| 3Y | +96.3% | +5.3% | +91.0% | +94.6% |
| 5Y | +98.9% | -11.5% | +110.4% | +97.5% |
| 10Y | +103.6% | +353.3% | -249.7% | +93.4% |
| All | +8,814.8% | +1,762.6% | +7,052.2% | +7,896.7% |
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