+213.6%
RF vs DAR
+311.7%
-98.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +1.9% | +11.6% | -9.6% | -2.7% |
| 30D | +7.3% | -10.2% | +17.6% | +11.9% |
| 3M | -7.9% | -14.8% | +6.9% | -2.5% |
| 6M | +10.5% | -10.1% | +20.6% | +13.2% |
| YTD | +9.6% | +55.5% | -45.9% | -12.8% |
| 1Y | +20.3% | +61.7% | -41.4% | -6.4% |
| 3Y | +119.5% | +37.2% | +82.4% | +70.0% |
| 5Y | +48.2% | -26.9% | +75.1% | +49.1% |
| All | +213.6% | +311.7% | -98.1% | +16.6% |
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