+227.6%
TRU vs DAR
+326.1%
-98.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.1% | -5.7% |
| 7D | -6.8% | +1.4% | -8.1% | -7.2% |
| 30D | 0.0% | +12.8% | -12.7% | -4.0% |
| 3M | +13.3% | +7.4% | +5.9% | +9.9% |
| 6M | +3.4% | +22.3% | -18.8% | -4.3% |
| YTD | -6.4% | +81.1% | -87.5% | -24.0% |
| 1Y | -9.7% | +106.5% | -116.2% | -30.3% |
| 3Y | +0.1% | +5.3% | -5.1% | -7.6% |
| 5Y | -34.0% | -11.5% | -22.5% | -37.8% |
| 10Y | +147.9% | +353.3% | -205.5% | +30.2% |
| All | +227.6% | +326.1% | -98.5% | +97.1% |
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