+454.5%
V vs DAR
+269.9%
+184.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | +0.6% | -3.8% | +4.4% | +1.4% |
| 30D | +9.7% | -14.4% | +24.2% | +13.3% |
| 3M | +17.3% | -17.9% | +35.2% | +21.8% |
| 6M | +33.2% | -18.3% | +51.5% | +37.9% |
| YTD | +21.3% | +43.2% | -21.9% | +9.7% |
| 1Y | +27.3% | +57.7% | -30.4% | +12.4% |
| 3Y | +76.1% | +22.7% | +53.4% | +57.5% |
| 5Y | +103.5% | -34.0% | +137.5% | +110.1% |
| 10Y | +454.5% | +279.5% | +175.0% | +212.9% |
| All | +454.5% | +269.9% | +184.5% | +212.9% |
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