-60.5%
SPCH vs DAR
-6.8%
-53.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.7% | +7.3% | +10.3% |
| 7D | +6.2% | -2.8% | +8.9% | +6.6% |
| 30D | -28.1% | -12.8% | -15.3% | -26.3% |
| 3M | -0.5% | -11.6% | +11.1% | -1.7% |
| All | -60.5% | -6.8% | -53.7% | -62.5% |
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 · Available span rolling