+3,609.4%
SO vs DAR
+1,334.0%
+2,275.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -1.5% | -9.9% | +8.5% | -1.2% |
| 30D | +8.1% | -16.4% | +24.5% | +8.6% |
| 3M | +0.2% | -17.1% | +17.3% | +0.7% |
| 6M | +0.4% | -20.5% | +20.9% | +0.9% |
| YTD | +8.5% | +39.4% | -30.9% | +7.4% |
| 1Y | +4.9% | +57.2% | -52.3% | +3.5% |
| 3Y | +47.9% | +13.9% | +34.0% | +46.5% |
| 5Y | +75.7% | -40.8% | +116.5% | +76.4% |
| 10Y | +178.0% | +276.2% | -98.2% | +166.7% |
| All | +3,609.4% | +1,334.0% | +2,275.4% | +3,504.7% |
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