+47.4%
SO vs DAR
+6.3%
+41.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | -0.2% | +1.4% | -1.5% | -0.2% |
| 30D | -4.6% | +12.8% | -17.4% | -5.0% |
| 3M | -3.0% | +7.4% | -10.4% | -3.3% |
| 6M | -8.3% | +22.3% | -30.5% | -9.0% |
| YTD | +3.5% | +81.1% | -77.6% | +1.1% |
| 1Y | -0.9% | +106.5% | -107.4% | -3.8% |
| All | +47.4% | +6.3% | +41.0% | +47.3% |
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