+14.4%
PL vs DAR
+57.3%
-42.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | +5.6% | -3.8% | +9.4% | +7.5% |
| 30D | -16.9% | -14.4% | -2.5% | -11.9% |
| 3M | -38.2% | -17.9% | -20.3% | -33.6% |
| 6M | -63.4% | -18.3% | -45.1% | -60.5% |
| YTD | -27.6% | +43.2% | -70.9% | -47.1% |
| All | +14.4% | +57.3% | -42.8% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling