+83.0%
PL vs DAR
-9.9%
+92.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -9.3% | +1.4% | -10.7% | -9.8% |
| 30D | -18.9% | +12.8% | -31.7% | -23.3% |
| 3M | -58.4% | +7.4% | -65.7% | -59.9% |
| 6M | -30.3% | +22.3% | -52.6% | -36.5% |
| YTD | -8.1% | +81.1% | -89.2% | -29.3% |
| 1Y | +180.5% | +106.5% | +74.0% | +102.1% |
| 3Y | +444.1% | +5.3% | +438.8% | +405.1% |
| 5Y | +83.0% | -11.5% | +94.6% | +75.4% |
| All | +83.0% | -9.9% | +92.9% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling