-7.2%
T vs DAR
+108.5%
-115.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.3% | -0.4% |
| 7D | -1.5% | -0.9% | -0.7% | -1.5% |
| 30D | +7.6% | +13.0% | -5.4% | +7.2% |
| 3M | +15.3% | +15.0% | +0.3% | +15.0% |
| 6M | -8.5% | +26.8% | -35.3% | -8.8% |
| YTD | +6.8% | +86.4% | -79.6% | +5.4% |
| 1Y | -7.2% | +115.1% | -122.3% | -8.4% |
| All | -7.2% | +108.5% | -115.7% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling