+485.4%
P vs DAR
+458.1%
+27.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.2% | +1.7% |
| 7D | +6.5% | +1.4% | +5.2% | +5.9% |
| 30D | +18.8% | +12.8% | +6.0% | +13.7% |
| 3M | +26.7% | +7.4% | +19.4% | +23.3% |
| 6M | +62.2% | +22.3% | +39.9% | +50.1% |
| YTD | +48.5% | +81.1% | -32.6% | +19.4% |
| 1Y | +26.4% | +106.5% | -80.1% | -3.7% |
| 3Y | +159.4% | +5.3% | +154.1% | +140.0% |
| 5Y | +275.8% | -11.5% | +287.3% | +255.2% |
| 10Y | +732.0% | +353.3% | +378.7% | +281.3% |
| All | +485.4% | +458.1% | +27.2% | +137.4% |
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