+243.6%
W vs DAR
+288.2%
-44.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.1% | +2.1% |
| 7D | +3.3% | -2.8% | +6.1% | +4.8% |
| 30D | +10.5% | -12.8% | +23.4% | +18.2% |
| 3M | +9.6% | -11.6% | +21.2% | +14.5% |
| 6M | +76.4% | -16.8% | +93.2% | +87.5% |
| YTD | +16.4% | +45.9% | -29.5% | -12.0% |
| 1Y | +9.3% | +61.5% | -52.1% | -22.4% |
| 3Y | +172.8% | +23.0% | +149.8% | +115.4% |
| 5Y | -53.4% | -35.8% | -17.5% | -47.3% |
| 10Y | +243.6% | +280.4% | -36.7% | +27.6% |
| All | +243.6% | +288.2% | -44.6% | +27.6% |
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