+3,319.5%
SITM vs DAR
+144.8%
+3,174.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.7% | -6.2% |
| 7D | +6.6% | +11.6% | -4.9% | +0.3% |
| 30D | -15.3% | -10.2% | -5.1% | -9.8% |
| 3M | -35.4% | -14.8% | -20.5% | -29.6% |
| 6M | -46.8% | -10.1% | -36.7% | -43.9% |
| YTD | +25.9% | +55.5% | -29.7% | -4.2% |
| 1Y | +54.0% | +61.7% | -7.7% | +14.2% |
| 3Y | +315.6% | +37.2% | +278.4% | +210.2% |
| 5Y | +74.4% | -26.9% | +101.4% | +88.4% |
| All | +3,319.5% | +144.8% | +3,174.7% | +1,318.7% |
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