+3,439.5%
SO vs DAR
+1,762.6%
+1,676.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 3M | -3.0% | +7.4% | -10.4% | -3.3% |
| 6M | -8.3% | +22.3% | -30.5% | -8.8% |
| YTD | +3.5% | +81.1% | -77.6% | +1.8% |
| 1Y | -0.9% | +106.5% | -107.4% | -3.0% |
| 3Y | +45.4% | +5.3% | +40.1% | +44.3% |
| 5Y | +59.6% | -11.5% | +71.2% | +58.6% |
| 10Y | +156.6% | +353.3% | -196.7% | +144.9% |
| All | +3,439.5% | +1,762.6% | +1,676.9% | +3,316.9% |
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