+44.1%
PL vs DAR
-28.7%
+72.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | +5.6% | -3.8% | +9.4% | +7.6% |
| 30D | -16.9% | -14.4% | -2.5% | -11.5% |
| 3M | -38.2% | -17.9% | -20.3% | -33.4% |
| 6M | -63.4% | -18.3% | -45.1% | -60.8% |
| YTD | -27.6% | +43.2% | -70.9% | -38.9% |
| 1Y | +6.6% | +57.7% | -51.1% | -13.5% |
| 3Y | +557.6% | +22.7% | +534.9% | +470.3% |
| 5Y | +39.5% | -34.0% | +73.5% | +46.5% |
| All | +44.1% | -28.7% | +72.8% | +51.8% |
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