-68.9%
S vs DAR
-41.1%
-27.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -13.4% | -9.9% | -3.5% | -10.2% |
| 30D | -14.0% | -16.4% | +2.4% | -8.9% |
| 3M | +4.9% | -17.1% | +21.9% | +10.7% |
| 6M | +42.0% | -20.5% | +62.5% | +51.4% |
| YTD | +45.1% | +39.4% | +5.7% | +24.5% |
| 1Y | +33.1% | +57.2% | -24.2% | +8.7% |
| 3Y | +40.6% | +13.9% | +26.8% | +23.1% |
| All | -68.9% | -41.1% | -27.8% | -64.6% |
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