+50.3%
O vs DAR
+367.0%
-316.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.0% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | -2.0% | +13.0% | -14.9% | -4.7% |
| 3M | +3.0% | +15.0% | -12.0% | -0.6% |
| 6M | -3.6% | +26.8% | -30.5% | -9.3% |
| YTD | +12.1% | +86.4% | -74.4% | -3.6% |
| 1Y | +8.9% | +115.1% | -106.2% | -9.9% |
| 3Y | +30.3% | +14.6% | +15.7% | +21.7% |
| 5Y | +13.7% | -8.8% | +22.5% | +8.0% |
| 10Y | +50.3% | +356.5% | -306.3% | -24.5% |
| All | +50.3% | +367.0% | -316.7% | -24.5% |
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 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