+233.0%
TRU vs DAR
+265.9%
-32.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | 0.0% | +11.6% | -11.5% | -3.2% |
| 30D | +21.3% | -10.2% | +31.5% | +24.7% |
| 3M | +0.2% | -14.8% | +15.1% | +4.3% |
| 6M | +22.4% | -10.1% | +32.4% | +24.4% |
| YTD | -4.8% | +55.5% | -60.4% | -19.6% |
| 1Y | -0.2% | +61.7% | -61.9% | -16.9% |
| 3Y | +57.9% | +37.2% | +20.8% | +33.2% |
| 5Y | -26.1% | -26.9% | +0.8% | -26.4% |
| 10Y | +184.8% | +314.4% | -129.6% | +53.7% |
| All | +233.0% | +265.9% | -32.9% | +108.4% |
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