+209.9%
ON vs DAR
+4,866.9%
-4,656.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.1% |
| 7D | +2.4% | +1.4% | +1.1% | +2.2% |
| 30D | -3.3% | +12.8% | -16.1% | -5.3% |
| 3M | -43.6% | +7.4% | -50.9% | -44.3% |
| 6M | +19.0% | +22.3% | -3.3% | +15.0% |
| YTD | +37.4% | +81.1% | -43.7% | +24.7% |
| 1Y | +54.8% | +106.5% | -51.7% | +37.2% |
| 3Y | -25.2% | +5.3% | -30.5% | -27.4% |
| 5Y | +62.7% | -11.5% | +74.3% | +61.9% |
| 10Y | +574.3% | +353.3% | +221.0% | +448.9% |
| All | +209.9% | +4,866.9% | -4,656.9% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling