+64.8%
PR vs DAR
+288.2%
-223.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.7% | -3.5% |
| 7D | -12.4% | -2.8% | -9.6% | -11.1% |
| 30D | -6.6% | -12.8% | +6.3% | +0.5% |
| 3M | +7.5% | -11.6% | +19.1% | +14.2% |
| 6M | +10.8% | -16.8% | +27.6% | +21.1% |
| YTD | +57.0% | +45.9% | +11.1% | +26.5% |
| 1Y | +67.9% | +61.5% | +6.5% | +27.2% |
| 3Y | +87.6% | +23.0% | +64.6% | +51.5% |
| 5Y | +220.4% | -35.8% | +256.2% | +273.7% |
| 10Y | +64.8% | +280.4% | -215.5% | -11.9% |
| All | +64.8% | +288.2% | -223.4% | -11.9% |
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 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