+163.6%
W vs DAR
+257.0%
-93.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | -4.2% | +1.4% | -5.5% | -5.1% |
| 30D | -7.6% | +12.8% | -20.4% | -14.0% |
| 3M | +37.2% | +7.4% | +29.8% | +29.5% |
| 6M | +26.3% | +22.3% | +4.1% | +9.9% |
| YTD | -1.0% | +81.1% | -82.1% | -30.2% |
| 1Y | +20.1% | +106.5% | -86.4% | -22.1% |
| 3Y | +37.8% | +5.3% | +32.5% | +23.0% |
| 5Y | -63.7% | -11.5% | -52.1% | -65.1% |
| 10Y | +156.3% | +353.3% | -197.0% | +4.5% |
| All | +163.6% | +257.0% | -93.4% | +26.4% |
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