+196.4%
SO vs DAR
+311.7%
-115.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | +1.4% | +11.6% | -10.2% | 0.0% |
| 30D | +4.7% | -10.2% | +15.0% | +6.0% |
| 3M | +1.7% | -14.8% | +16.5% | +3.5% |
| 6M | +2.2% | -10.1% | +12.2% | +3.0% |
| YTD | +10.0% | +55.5% | -45.6% | +3.2% |
| 1Y | +6.0% | +61.7% | -55.6% | -1.1% |
| 3Y | +54.1% | +37.2% | +17.0% | +43.4% |
| 5Y | +79.6% | -26.9% | +106.6% | +80.8% |
| All | +196.4% | +311.7% | -115.3% | +114.6% |
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 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