-63.9%
XYZ vs DAR
-41.1%
-22.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +12.1% | -9.9% | +22.1% | +17.0% |
| 30D | +12.4% | -16.4% | +28.7% | +20.5% |
| 3M | +8.2% | -17.1% | +25.2% | +15.3% |
| 6M | +20.7% | -20.5% | +41.2% | +29.8% |
| YTD | +31.3% | +39.4% | -8.1% | +5.2% |
| 1Y | +20.5% | +57.2% | -36.7% | -10.1% |
| 3Y | +72.6% | +13.9% | +58.8% | +42.5% |
| All | -63.9% | -41.1% | -22.8% | -59.3% |
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