+26.8%
PL vs DAR
-30.6%
+57.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.0% | +11.4% | +10.8% |
| 7D | -6.8% | -9.9% | +3.1% | -2.7% |
| 30D | -29.3% | -16.4% | -12.9% | -24.2% |
| 3M | -44.8% | -17.1% | -27.7% | -41.0% |
| 6M | -68.4% | -20.5% | -47.9% | -65.7% |
| YTD | -36.4% | +39.4% | -75.8% | -45.7% |
| 1Y | +0.7% | +57.2% | -56.5% | -18.2% |
| 3Y | +455.3% | +13.9% | +441.4% | +396.1% |
| 5Y | +22.7% | -40.8% | +63.5% | +30.2% |
| All | +26.8% | -30.6% | +57.4% | +34.8% |
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