-63.1%
W vs DAR
-11.0%
-52.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.0% |
| 7D | -4.2% | +1.4% | -5.5% | -5.1% |
| 30D | -7.6% | +12.8% | -20.4% | -14.3% |
| 3M | +37.2% | +7.4% | +29.8% | +29.2% |
| 6M | +26.3% | +22.3% | +4.1% | +8.7% |
| YTD | -1.0% | +81.1% | -82.1% | -32.6% |
| 1Y | +20.1% | +106.5% | -86.4% | -25.6% |
| 3Y | +37.8% | +5.3% | +32.5% | +23.4% |
| All | -63.1% | -11.0% | -52.2% | -65.0% |
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