+191.2%
TER vs DAR
+33.7%
+157.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | +14.4% | +11.6% | +2.8% | +10.8% |
| 30D | -30.6% | -10.2% | -20.3% | -28.4% |
| 3M | -39.2% | -14.8% | -24.4% | -36.6% |
| 6M | -31.3% | -10.1% | -21.2% | -29.5% |
| YTD | +29.1% | +55.5% | -26.4% | +13.0% |
| 1Y | +47.4% | +61.7% | -14.2% | +27.7% |
| 3Y | +191.2% | +37.2% | +154.1% | +154.5% |
| All | +191.2% | +33.7% | +157.5% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling