+54.1%
SO vs DAR
+33.7%
+20.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.2% |
| 7D | +1.4% | +11.6% | -10.2% | +1.0% |
| 30D | +4.7% | -10.2% | +15.0% | +5.0% |
| 3M | +1.7% | -14.8% | +16.5% | +2.1% |
| 6M | +2.2% | -10.1% | +12.2% | +2.4% |
| YTD | +10.0% | +55.5% | -45.6% | +8.1% |
| 1Y | +6.0% | +61.7% | -55.6% | +4.1% |
| 3Y | +54.1% | +37.2% | +17.0% | +54.5% |
| All | +54.1% | +33.7% | +20.4% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling