+707.9%
P vs DAR
+288.2%
+419.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.7% | +1.6% | +4.5% |
| 7D | -9.6% | -2.8% | -6.9% | -8.4% |
| 30D | -33.4% | -12.8% | -20.6% | -29.6% |
| 3M | +14.2% | -11.6% | +25.8% | +19.7% |
| 6M | +31.6% | -16.8% | +48.4% | +40.7% |
| YTD | +53.5% | +45.9% | +7.6% | +32.3% |
| 1Y | +14.2% | +61.5% | -47.3% | -5.3% |
| 3Y | +190.5% | +23.0% | +167.5% | +149.2% |
| 5Y | +256.3% | -35.8% | +292.2% | +285.7% |
| 10Y | +707.9% | +280.4% | +427.5% | +242.6% |
| All | +707.9% | +288.2% | +419.6% | +242.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling