-67.2%
PL vs DAR
-18.4%
-48.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.9% | -6.2% |
| 7D | -11.7% | -5.7% | -6.0% | -11.3% |
| 30D | -27.1% | -16.6% | -10.5% | -26.2% |
| 3M | -44.6% | -13.1% | -31.5% | -44.0% |
| 6M | -67.2% | -18.8% | -48.4% | -65.9% |
| All | -67.2% | -18.4% | -48.8% | -65.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling