+272.5%
RF vs DAR
+268.8%
+3.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.1% |
| 7D | -0.9% | -9.9% | +9.0% | +3.5% |
| 30D | +6.0% | -16.4% | +22.4% | +13.8% |
| 3M | -8.9% | -17.1% | +8.2% | -2.5% |
| 6M | +2.3% | -20.5% | +22.8% | +10.5% |
| YTD | +7.6% | +39.4% | -31.9% | -10.3% |
| 1Y | +21.2% | +57.2% | -36.1% | -4.7% |
| 3Y | +108.5% | +13.9% | +94.7% | +76.2% |
| 5Y | +43.2% | -40.8% | +84.0% | +60.1% |
| All | +272.5% | +268.8% | +3.7% | +47.3% |
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