+1,006.2%
TER vs DAR
+269.9%
+736.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | -8.9% | -3.8% | -5.1% | -7.2% |
| 30D | -39.1% | -14.4% | -24.6% | -35.1% |
| 3M | -32.8% | -17.9% | -14.8% | -27.6% |
| 6M | -31.7% | -18.3% | -13.4% | -26.7% |
| YTD | +26.9% | +43.2% | -16.3% | +9.3% |
| 1Y | +33.6% | +57.7% | -24.1% | +10.7% |
| 3Y | +181.5% | +22.7% | +158.8% | +141.9% |
| 5Y | +76.1% | -34.0% | +110.2% | +88.4% |
| 10Y | +1,006.2% | +279.5% | +726.7% | +449.5% |
| All | +1,006.2% | +269.9% | +736.3% | +449.5% |
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 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