-24.0%
ON vs DAR
+11.6%
-35.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.3% |
| 7D | +2.4% | +1.4% | +1.1% | +1.9% |
| 30D | -3.3% | +12.8% | -16.1% | -7.6% |
| 3M | -43.6% | +7.4% | -50.9% | -45.2% |
| 6M | +19.0% | +22.3% | -3.3% | +10.3% |
| YTD | +37.4% | +81.1% | -43.7% | +11.5% |
| 1Y | +54.8% | +106.5% | -51.7% | +19.2% |
| All | -24.0% | +11.6% | -35.6% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling