-37.5%
U vs DAR
+89.3%
-126.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +1.4% |
| 7D | +4.5% | -0.9% | +5.3% | +4.8% |
| 30D | -0.6% | +13.0% | -13.5% | -5.9% |
| 3M | +48.4% | +15.0% | +33.4% | +38.9% |
| 6M | +115.4% | +26.8% | +88.5% | +92.3% |
| YTD | -3.2% | +86.4% | -89.6% | -27.3% |
| 1Y | -6.0% | +115.1% | -121.1% | -34.7% |
| 3Y | +13.5% | +14.6% | -1.2% | +0.3% |
| 5Y | -68.0% | -8.8% | -59.2% | -68.8% |
| All | -37.5% | +89.3% | -126.8% | -48.0% |
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