+43.7%
RF vs DAR
-40.1%
+83.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +0.9% | -1.3% |
| 7D | -1.6% | -8.1% | +6.4% | +0.6% |
| 30D | +5.0% | -17.1% | +22.1% | +10.2% |
| 3M | -10.0% | -12.3% | +2.3% | -7.5% |
| 6M | +3.3% | -21.8% | +25.1% | +9.3% |
| YTD | +7.9% | +40.8% | -32.9% | -5.1% |
| 1Y | +21.2% | +57.4% | -36.1% | +2.7% |
| 3Y | +105.8% | +12.1% | +93.7% | +86.6% |
| 5Y | +43.7% | -40.2% | +83.9% | +74.2% |
| All | +43.7% | -40.1% | +83.9% | +74.2% |
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