-72.0%
S vs DAR
-11.0%
-61.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -7.7% | +1.4% | -9.1% | -8.2% |
| 30D | -5.3% | +12.8% | -18.1% | -9.7% |
| 3M | +20.3% | +7.4% | +12.9% | +16.3% |
| 6M | +47.4% | +22.3% | +25.1% | +35.0% |
| YTD | +32.5% | +81.1% | -48.6% | +4.3% |
| 1Y | +9.5% | +106.5% | -97.0% | -19.2% |
| 3Y | +15.5% | +5.3% | +10.2% | +9.6% |
| All | -72.0% | -11.0% | -61.0% | -73.6% |
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