+2,926.4%
V vs DAR
+393.9%
+2,532.6%
-51.9%
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% | -0.8% |
| 7D | -1.7% | +1.4% | -3.1% | -2.1% |
| 30D | +2.0% | +12.8% | -10.8% | -1.2% |
| 3M | +17.4% | +7.4% | +10.0% | +14.8% |
| 6M | +17.5% | +22.3% | -4.8% | +11.0% |
| YTD | +7.6% | +81.1% | -73.5% | -7.7% |
| 1Y | +7.7% | +106.5% | -98.8% | -11.1% |
| 3Y | +54.7% | +5.3% | +49.4% | +44.5% |
| 5Y | +73.0% | -11.5% | +84.6% | +64.0% |
| 10Y | +390.9% | +353.3% | +37.5% | +186.4% |
| All | +2,926.4% | +393.9% | +2,532.6% | +1,427.1% |
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