+169.5%
PR vs DAR
+392.0%
-222.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.4% |
| 3M | +16.9% | +7.4% | +9.5% | +11.9% |
| 6M | +28.2% | +22.3% | +5.9% | +14.3% |
| YTD | +69.3% | +81.1% | -11.8% | +22.7% |
| 1Y | +69.5% | +106.5% | -37.0% | +12.7% |
| 3Y | +81.7% | +5.3% | +76.4% | +62.7% |
| 5Y | +422.2% | -11.5% | +433.8% | +410.4% |
| 10Y | +110.4% | +353.3% | -243.0% | +5.1% |
| All | +169.5% | +392.0% | -222.5% | +34.1% |
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