+634.6%
XYZ vs DAR
+269.9%
+364.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.5% | -2.5% |
| 7D | +12.6% | -3.8% | +16.4% | +14.4% |
| 30D | +10.8% | -14.4% | +25.2% | +18.2% |
| 3M | +8.4% | -17.9% | +26.3% | +16.7% |
| 6M | +14.3% | -18.3% | +32.6% | +21.9% |
| YTD | +31.5% | +43.2% | -11.8% | +5.1% |
| 1Y | +28.1% | +57.7% | -29.6% | -3.1% |
| 3Y | +66.2% | +22.7% | +43.4% | +33.2% |
| 5Y | -62.3% | -34.0% | -28.3% | -58.4% |
| 10Y | +634.6% | +279.5% | +355.1% | +224.0% |
| All | +634.6% | +269.9% | +364.6% | +224.0% |
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 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