+62.9%
ON vs DAR
-11.0%
+73.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.4% |
| 7D | +2.4% | +1.4% | +1.1% | +1.8% |
| 30D | -3.3% | +12.8% | -16.1% | -8.7% |
| 3M | -43.6% | +7.4% | -50.9% | -45.6% |
| 6M | +19.0% | +22.3% | -3.3% | +8.0% |
| YTD | +37.4% | +81.1% | -43.7% | +4.9% |
| 1Y | +54.8% | +106.5% | -51.7% | +10.2% |
| 3Y | -25.2% | +5.3% | -30.5% | -30.1% |
| All | +62.9% | -11.0% | +73.9% | +59.6% |
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 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