+18.7%
ON vs DAR
-37.0%
+55.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.7% | +4.5% | +7.2% |
| 7D | -1.4% | -2.8% | +1.3% | -0.1% |
| 30D | -10.9% | -12.8% | +2.0% | -5.6% |
| 3M | -14.9% | -11.6% | -3.3% | -11.1% |
| 6M | -33.0% | -16.8% | -16.3% | -28.3% |
| YTD | +27.6% | +45.9% | -18.3% | +6.6% |
| 1Y | +44.5% | +61.5% | -17.0% | +15.0% |
| 3Y | +7.4% | +23.0% | -15.6% | -9.5% |
| 5Y | +18.7% | -35.8% | +54.6% | +26.7% |
| All | +18.7% | -37.0% | +55.8% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling