-3.6%
SMR vs DAR
-10.8%
+7.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | +4.4% | +1.4% | +3.1% | +3.7% |
| 30D | +3.4% | +12.8% | -9.4% | -2.6% |
| 3M | -19.2% | +7.4% | -26.5% | -22.5% |
| 6M | -22.6% | +22.3% | -44.9% | -30.9% |
| YTD | -31.5% | +81.1% | -112.6% | -49.2% |
| 1Y | -73.1% | +106.5% | -179.6% | -81.5% |
| 3Y | +55.0% | +5.3% | +49.7% | +36.3% |
| All | -3.6% | -10.8% | +7.3% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling