+475.8%
NDAQ vs DAR
+269.9%
+205.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.7% |
| 7D | +2.9% | -3.8% | +6.7% | +3.6% |
| 30D | +17.5% | -14.4% | +31.9% | +20.7% |
| 3M | +15.4% | -17.9% | +33.4% | +19.3% |
| 6M | +24.6% | -18.3% | +42.9% | +28.4% |
| YTD | +14.4% | +43.2% | -28.8% | +4.6% |
| 1Y | +26.9% | +57.7% | -30.8% | +13.5% |
| 3Y | +119.8% | +22.7% | +97.1% | +99.8% |
| 5Y | +70.5% | -34.0% | +104.5% | +73.8% |
| 10Y | +475.8% | +279.5% | +196.3% | +241.1% |
| All | +475.8% | +269.9% | +205.8% | +241.1% |
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