+11.1%
PL vs DAR
-40.1%
+51.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.1% | -7.1% | -8.8% |
| 7D | -20.5% | -8.1% | -12.5% | -17.4% |
| 30D | -38.8% | -17.1% | -21.7% | -33.7% |
| 3M | -49.1% | -12.3% | -36.8% | -46.7% |
| 6M | -69.4% | -21.8% | -47.6% | -66.3% |
| YTD | -42.3% | +40.8% | -83.2% | -51.8% |
| 1Y | -14.2% | +57.4% | -71.5% | -31.8% |
| 3Y | +398.7% | +12.1% | +386.6% | +344.0% |
| 5Y | +11.1% | -40.2% | +51.4% | +18.7% |
| All | +11.1% | -40.1% | +51.3% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling