-47.6%
S vs DAR
-17.4%
-30.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.2% | -8.4% | -7.0% |
| 7D | +4.1% | +9.2% | -5.1% | +0.9% |
| 30D | -7.2% | -12.3% | +5.1% | -3.1% |
| 3M | 0.0% | -12.7% | +12.7% | +3.8% |
| 6M | +41.6% | -12.8% | +54.4% | +46.3% |
| YTD | +48.6% | +53.8% | -5.2% | +23.3% |
| 1Y | +30.0% | +60.3% | -30.2% | +5.9% |
| 3Y | +42.2% | +31.7% | +10.4% | +17.6% |
| 5Y | -70.8% | -27.7% | -43.0% | -69.2% |
| All | -47.6% | -17.4% | -30.2% | -44.4% |
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