-22.2%
RMD vs DAR
-8.5%
-13.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -3.6% |
| 7D | -4.5% | -0.9% | -3.6% | -4.3% |
| 30D | +4.6% | +13.0% | -8.4% | +2.5% |
| 3M | +14.8% | +15.0% | -0.2% | +11.8% |
| 6M | -12.1% | +26.8% | -38.9% | -16.1% |
| YTD | -7.5% | +86.4% | -93.9% | -17.8% |
| 1Y | -20.1% | +115.1% | -135.2% | -31.1% |
| 3Y | +53.9% | +14.6% | +39.3% | +47.6% |
| 5Y | -22.2% | -8.8% | -13.4% | -23.6% |
| All | -22.2% | -8.5% | -13.7% | -23.6% |
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 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