-39.0%
U vs DAR
+83.9%
-122.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -3.8% | +1.4% | -5.2% | -4.5% |
| 30D | +17.5% | +12.8% | +4.7% | +11.4% |
| 3M | +38.7% | +7.4% | +31.4% | +33.6% |
| 6M | +104.4% | +22.3% | +82.2% | +85.3% |
| YTD | -5.7% | +81.1% | -86.8% | -28.3% |
| 1Y | +3.7% | +106.5% | -102.8% | -26.7% |
| 3Y | +12.3% | +5.3% | +7.0% | +3.0% |
| 5Y | -68.8% | -11.5% | -57.3% | -69.2% |
| All | -39.0% | +83.9% | -122.9% | -48.7% |
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