-55.9%
W vs DAR
-27.0%
-28.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | +0.2% | +11.6% | -11.4% | -5.1% |
| 30D | +6.8% | -10.2% | +17.1% | +12.1% |
| 3M | +10.7% | -14.8% | +25.5% | +17.9% |
| 6M | +86.3% | -10.1% | +96.4% | +89.7% |
| YTD | +11.5% | +55.5% | -44.1% | -19.1% |
| 1Y | +5.1% | +61.7% | -56.6% | -25.7% |
| 3Y | +171.0% | +37.2% | +133.8% | +99.2% |
| All | -55.9% | -27.0% | -28.9% | -54.2% |
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