-26.3%
U vs DAR
+45.5%
-71.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.4% |
| 7D | +24.4% | -3.8% | +28.2% | +25.9% |
| 30D | +7.4% | -14.4% | +21.8% | +13.6% |
| 3M | +16.8% | -17.9% | +34.7% | +24.9% |
| 6M | +78.8% | -18.3% | +97.1% | +90.5% |
| YTD | +14.0% | +43.2% | -29.3% | -5.6% |
| 1Y | +16.7% | +57.7% | -41.0% | -7.8% |
| 3Y | +86.4% | +22.7% | +63.6% | +55.9% |
| 5Y | -71.5% | -34.0% | -37.4% | -68.9% |
| All | -26.3% | +45.5% | -71.8% | -32.5% |
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