+886.2%
TER vs DAR
+268.8%
+617.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | -20.5% | -9.9% | -10.5% | -17.1% |
| 30D | -47.0% | -16.4% | -30.6% | -43.3% |
| 3M | -43.3% | -17.1% | -26.2% | -39.4% |
| 6M | -42.9% | -20.5% | -22.4% | -38.1% |
| YTD | +12.9% | +39.4% | -26.5% | -1.9% |
| 1Y | +18.2% | +57.2% | -39.1% | -2.2% |
| 3Y | +151.8% | +13.9% | +137.9% | +122.6% |
| 5Y | +54.2% | -40.8% | +95.0% | +72.4% |
| All | +886.2% | +268.8% | +617.4% | +395.9% |
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 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