+415.3%
PR vs DAR
-11.0%
+426.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | +2.9% | +1.4% | +1.6% | +2.2% |
| 30D | +18.0% | +12.8% | +5.3% | +10.8% |
| 3M | +16.9% | +7.4% | +9.5% | +12.3% |
| 6M | +28.2% | +22.3% | +5.9% | +15.3% |
| YTD | +69.3% | +81.1% | -11.8% | +25.4% |
| 1Y | +69.5% | +106.5% | -37.0% | +15.8% |
| 3Y | +81.7% | +5.3% | +76.4% | +70.8% |
| All | +415.3% | -11.0% | +426.2% | +444.4% |
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