+533.2%
XYZ vs DAR
+599.5%
-66.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | -1.0% | +1.4% | -2.3% | -1.7% |
| 30D | -1.7% | +12.8% | -14.5% | -7.6% |
| 3M | +16.7% | +7.4% | +9.4% | +11.3% |
| 6M | +26.9% | +22.3% | +4.6% | +12.8% |
| YTD | +27.1% | +81.1% | -53.9% | -6.6% |
| 1Y | +9.3% | +106.5% | -97.2% | -25.9% |
| 3Y | +42.3% | +5.3% | +37.0% | +27.3% |
| 5Y | -69.3% | -11.5% | -57.8% | -70.2% |
| 10Y | +586.8% | +353.3% | +233.5% | +194.7% |
| All | +533.2% | +599.5% | -66.3% | +137.0% |
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 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