-85.6%
SMR vs DAR
+63.3%
-148.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -4.3% |
| 7D | -9.5% | -5.7% | -3.8% | -9.2% |
| 30D | -33.2% | -16.6% | -16.6% | -32.4% |
| 3M | -45.9% | -13.1% | -32.9% | -45.5% |
| 6M | -57.9% | -18.8% | -39.1% | -56.9% |
| YTD | -63.8% | +45.3% | -109.1% | -73.2% |
| 1Y | -85.6% | +60.6% | -146.2% | -89.8% |
| All | -85.6% | +63.3% | -148.9% | -89.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling