-53.7%
SMR vs DAR
-23.4%
-30.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.5% | -3.8% |
| 7D | -8.3% | +11.6% | -19.8% | -12.4% |
| 30D | -20.1% | -10.2% | -9.8% | -16.7% |
| 3M | -52.7% | -14.8% | -37.9% | -49.8% |
| 6M | -61.0% | -10.1% | -51.0% | -60.0% |
| YTD | -67.1% | +55.5% | -122.6% | -74.1% |
| 1Y | -79.9% | +61.7% | -141.6% | -84.4% |
| 3Y | +101.7% | +37.2% | +64.6% | +64.6% |
| All | -53.7% | -23.4% | -30.3% | -54.9% |
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