+261.5%
RF vs DAR
+288.2%
-26.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +0.2% |
| 7D | -0.1% | -2.8% | +2.6% | +1.0% |
| 30D | +7.0% | -12.8% | +19.9% | +12.9% |
| 3M | -7.0% | -11.6% | +4.6% | -3.2% |
| 6M | +6.8% | -16.8% | +23.6% | +13.1% |
| YTD | +9.9% | +45.9% | -36.0% | -10.1% |
| 1Y | +21.1% | +61.5% | -40.4% | -5.8% |
| 3Y | +119.6% | +23.0% | +96.7% | +79.1% |
| 5Y | +46.2% | -35.8% | +82.0% | +57.1% |
| 10Y | +261.5% | +280.4% | -18.9% | +40.4% |
| All | +261.5% | +288.2% | -26.7% | +40.4% |
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 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