+384.5%
NDAQ vs DAR
+361.9%
+22.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.5% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | +0.5% | +13.0% | -12.5% | -2.1% |
| 3M | +9.9% | +15.0% | -5.1% | +6.4% |
| 6M | +8.2% | +26.8% | -18.6% | +2.4% |
| YTD | -1.5% | +86.4% | -87.9% | -14.1% |
| 1Y | +1.3% | +115.1% | -113.8% | -14.8% |
| 3Y | +92.6% | +14.6% | +78.0% | +80.1% |
| 5Y | +53.8% | -8.8% | +62.6% | +46.9% |
| All | +384.5% | +361.9% | +22.6% | +175.6% |
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 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