+4,532.8%
SITM vs DAR
+190.2%
+4,342.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +3.1% |
| 7D | +4.8% | +0.9% | +3.9% | +4.1% |
| 30D | -9.7% | +6.4% | -16.1% | -13.4% |
| 3M | -9.3% | +13.2% | -22.6% | -16.0% |
| 6M | +69.5% | +26.2% | +43.3% | +46.4% |
| YTD | +70.5% | +84.4% | -13.8% | +17.9% |
| 1Y | +145.3% | +112.0% | +33.2% | +53.6% |
| 3Y | +432.8% | +13.4% | +419.4% | +352.5% |
| 5Y | +174.0% | -6.0% | +180.0% | +154.7% |
| All | +4,532.8% | +190.2% | +4,342.6% | +1,646.0% |
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