+155.9%
SO vs DAR
+367.0%
-211.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.6% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | -3.2% | +13.0% | -16.2% | -4.8% |
| 3M | -1.7% | +15.0% | -16.7% | -3.7% |
| 6M | -7.2% | +26.8% | -34.0% | -10.3% |
| YTD | +4.6% | +86.4% | -81.9% | -3.9% |
| 1Y | +1.2% | +115.1% | -113.9% | -9.1% |
| 3Y | +45.3% | +14.6% | +30.6% | +40.0% |
| 5Y | +58.7% | -8.8% | +67.5% | +54.8% |
| 10Y | +155.9% | +356.5% | -200.7% | +80.4% |
| All | +155.9% | +367.0% | -211.2% | +80.4% |
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