-69.0%
S vs DAR
-27.0%
-42.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +2.0% | +11.6% | -9.6% | -1.8% |
| 30D | -2.7% | -10.2% | +7.5% | +0.8% |
| 3M | -6.9% | -14.8% | +8.0% | -2.5% |
| 6M | +38.1% | -10.1% | +48.1% | +41.1% |
| YTD | +48.0% | +55.5% | -7.5% | +22.1% |
| 1Y | +34.5% | +61.7% | -27.2% | +9.0% |
| 3Y | +38.3% | +37.2% | +1.2% | +12.1% |
| All | -69.0% | -27.0% | -42.0% | -68.5% |
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