+188.0%
ON vs DAR
+3,902.3%
-3,714.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.7% | +4.5% | +8.4% |
| 7D | -1.4% | -2.8% | +1.3% | -0.9% |
| 30D | -10.9% | -12.8% | +2.0% | -8.9% |
| 3M | -14.9% | -11.6% | -3.3% | -13.4% |
| 6M | -33.0% | -16.8% | -16.3% | -31.2% |
| YTD | +27.6% | +45.9% | -18.3% | +19.9% |
| 1Y | +44.5% | +61.5% | -17.0% | +33.4% |
| 3Y | +7.4% | +23.0% | -15.6% | +2.1% |
| 5Y | +18.7% | -35.8% | +54.6% | +24.0% |
| 10Y | +516.0% | +280.4% | +235.6% | +416.5% |
| All | +188.0% | +3,902.3% | -3,714.3% | +112.5% |
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