-63.7%
XYZ vs DAR
-27.0%
-36.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.3% |
| 7D | -1.1% | +11.6% | -12.6% | -5.6% |
| 30D | +11.5% | -10.2% | +21.8% | +16.2% |
| 3M | +1.8% | -14.8% | +16.6% | +7.5% |
| 6M | +21.2% | -10.1% | +31.3% | +23.5% |
| YTD | +29.9% | +55.5% | -25.6% | -0.7% |
| 1Y | +35.8% | +61.7% | -25.9% | +1.0% |
| 3Y | +62.6% | +37.2% | +25.4% | +21.6% |
| All | -63.7% | -27.0% | -36.7% | -62.3% |
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