+1,073.6%
T vs DAR
+1,762.6%
-689.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.9% |
| 7D | -1.3% | +1.4% | -2.6% | -1.3% |
| 30D | +11.4% | +12.8% | -1.4% | +10.6% |
| 3M | +14.3% | +7.4% | +6.9% | +13.8% |
| 6M | -9.3% | +22.3% | -31.5% | -10.4% |
| YTD | +7.1% | +81.1% | -74.0% | +3.6% |
| 1Y | -9.1% | +106.5% | -115.6% | -12.8% |
| 3Y | +105.3% | +5.3% | +100.0% | +102.2% |
| 5Y | +66.8% | -11.5% | +78.4% | +64.7% |
| 10Y | +66.8% | +353.3% | -286.5% | +50.5% |
| All | +1,073.6% | +1,762.6% | -689.0% | +825.5% |
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 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