+1,381.0%
NET vs DAR
+158.7%
+1,222.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.8% |
| 7D | -16.4% | -5.7% | -10.7% | -14.7% |
| 30D | -25.8% | -16.6% | -9.3% | -21.4% |
| 3M | -11.5% | -13.1% | +1.5% | -8.1% |
| 6M | +18.9% | -18.8% | +37.7% | +25.9% |
| YTD | +35.2% | +45.3% | -10.1% | +16.6% |
| 1Y | +14.5% | +60.6% | -46.2% | -5.2% |
| 3Y | +313.8% | +15.7% | +298.2% | +264.8% |
| 5Y | +32.6% | -37.6% | +70.1% | +45.2% |
| All | +1,381.0% | +158.7% | +1,222.3% | +1,131.1% |
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 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