+638.0%
XYZ vs DAR
+288.2%
+349.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +1.5% |
| 7D | +14.9% | -2.8% | +17.7% | +16.2% |
| 30D | +14.7% | -12.8% | +27.5% | +21.3% |
| 3M | +12.1% | -11.6% | +23.7% | +16.6% |
| 6M | +18.3% | -16.8% | +35.1% | +25.1% |
| YTD | +36.1% | +45.9% | -9.9% | +7.9% |
| 1Y | +35.3% | +61.5% | -26.2% | +1.2% |
| 3Y | +73.5% | +23.0% | +50.5% | +39.1% |
| 5Y | -61.6% | -35.8% | -25.8% | -57.0% |
| 10Y | +638.0% | +280.4% | +357.6% | +222.1% |
| All | +638.0% | +288.2% | +349.8% | +222.1% |
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 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