+78.2%
O vs DAR
+288.2%
-210.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -0.2% |
| 7D | +3.3% | -2.8% | +6.1% | +3.9% |
| 30D | +10.3% | -12.8% | +23.2% | +13.4% |
| 3M | -3.5% | -11.6% | +8.1% | -1.4% |
| 6M | -1.3% | -16.8% | +15.5% | +1.8% |
| YTD | +10.3% | +45.9% | -35.6% | -0.1% |
| 1Y | +10.4% | +61.5% | -51.1% | -2.5% |
| 3Y | +40.0% | +23.0% | +17.0% | +26.3% |
| 5Y | +12.4% | -35.8% | +48.2% | +16.8% |
| 10Y | +78.2% | +280.4% | -202.2% | -5.8% |
| All | +78.2% | +288.2% | -210.0% | -5.8% |
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