+68.4%
T vs DAR
+364.6%
-296.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +4.6% | +7.4% | -2.9% | +3.3% |
| 3M | +12.2% | +15.7% | -3.5% | +9.5% |
| 6M | -6.5% | +30.0% | -36.5% | -10.6% |
| YTD | +4.9% | +87.5% | -82.6% | -5.4% |
| 1Y | -10.5% | +113.4% | -123.9% | -21.3% |
| 3Y | +104.6% | +15.3% | +89.3% | +95.7% |
| 5Y | +64.2% | -4.3% | +68.5% | +57.7% |
| 10Y | +68.4% | +380.2% | -311.7% | +3.8% |
| All | +68.4% | +364.6% | -296.2% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling