+591.8%
ON vs DAR
+364.6%
+227.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | -1.9% | -0.2% | -1.7% | -2.0% |
| 30D | -11.0% | +7.4% | -18.5% | -15.0% |
| 3M | -39.3% | +15.7% | -55.0% | -44.5% |
| 6M | +19.8% | +30.0% | -10.2% | +2.4% |
| YTD | +31.1% | +87.5% | -56.4% | -8.9% |
| 1Y | +46.0% | +113.4% | -67.4% | -7.1% |
| 3Y | -27.5% | +15.3% | -42.8% | -39.0% |
| 5Y | +56.9% | -4.3% | +61.2% | +40.2% |
| 10Y | +591.8% | +380.2% | +211.7% | +109.6% |
| All | +591.8% | +364.6% | +227.2% | +109.6% |
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