-69.4%
U vs DAR
-11.0%
-58.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -3.8% | +1.4% | -5.2% | -4.6% |
| 30D | +17.5% | +12.8% | +4.7% | +10.6% |
| 3M | +38.7% | +7.4% | +31.4% | +32.8% |
| 6M | +104.4% | +22.3% | +82.2% | +82.5% |
| YTD | -5.7% | +81.1% | -86.8% | -31.3% |
| 1Y | +3.7% | +106.5% | -102.8% | -30.7% |
| 3Y | +12.3% | +5.3% | +7.0% | +4.3% |
| All | -69.4% | -11.0% | -58.5% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling