-41.8%
SIRI vs DAR
-6.7%
-35.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.5% |
| 7D | -3.0% | +0.9% | -3.9% | -3.2% |
| 30D | +1.3% | +6.4% | -5.1% | -0.2% |
| 3M | +5.6% | +13.2% | -7.6% | +2.2% |
| 6M | +35.2% | +26.2% | +9.0% | +27.1% |
| YTD | +49.1% | +84.4% | -35.3% | +27.9% |
| 1Y | +26.8% | +112.0% | -85.3% | +4.3% |
| 3Y | -23.7% | +13.4% | -37.0% | -28.7% |
| 5Y | -41.8% | -6.0% | -35.8% | -44.6% |
| All | -41.8% | -6.7% | -35.1% | -44.6% |
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