-22.3%
MOH vs DAR
-9.0%
-13.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.1% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -0.9% | +2.6% | -3.5% | -1.2% |
| 3M | +5.7% | +14.2% | -8.5% | +4.3% |
| 6M | +39.1% | +17.2% | +21.9% | +36.9% |
| YTD | +17.7% | +80.9% | -63.2% | +11.2% |
| 1Y | +8.4% | +104.0% | -95.6% | +1.0% |
| 3Y | -36.6% | +3.6% | -40.2% | -35.9% |
| All | -22.3% | -9.0% | -13.4% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling