+42.1%
RF vs DAR
-41.1%
+83.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | -0.9% | -9.9% | +9.0% | +1.9% |
| 30D | +6.0% | -16.4% | +22.4% | +11.0% |
| 3M | -8.9% | -17.1% | +8.2% | -4.8% |
| 6M | +2.3% | -20.5% | +22.8% | +7.7% |
| YTD | +7.6% | +39.4% | -31.9% | -5.2% |
| 1Y | +21.2% | +57.2% | -36.1% | +2.6% |
| 3Y | +108.5% | +13.9% | +94.7% | +87.7% |
| All | +42.1% | -41.1% | +83.2% | +70.8% |
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