-70.2%
SMR vs DAR
+110.4%
-180.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.4% |
| 7D | +4.7% | +0.9% | +3.8% | +4.7% |
| 30D | +3.2% | +6.4% | -3.2% | +2.7% |
| 3M | +9.9% | +13.2% | -3.3% | +8.5% |
| 6M | -15.1% | +26.2% | -41.3% | -19.6% |
| YTD | -27.9% | +84.4% | -112.3% | -38.5% |
| 1Y | -70.2% | +112.0% | -182.3% | -74.8% |
| All | -70.2% | +110.4% | -180.6% | -74.8% |
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