+11.1%
SMR vs DAR
-8.2%
+19.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.9% | +12.3% | +14.1% |
| 7D | +21.4% | -0.9% | +22.3% | +21.9% |
| 30D | +13.8% | +13.0% | +0.9% | +7.4% |
| 3M | +3.9% | +15.0% | -11.1% | -3.2% |
| 6M | -4.2% | +26.8% | -31.0% | -15.7% |
| YTD | -21.1% | +86.4% | -107.5% | -42.1% |
| 1Y | -67.1% | +115.1% | -182.2% | -77.7% |
| 3Y | +88.9% | +14.6% | +74.2% | +61.2% |
| All | +11.1% | -8.2% | +19.3% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling