+554.0%
XYZ vs DAR
+438.5%
+115.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +12.1% | -9.9% | +22.1% | +17.2% |
| 30D | +12.4% | -16.4% | +28.7% | +20.6% |
| 3M | +8.2% | -17.1% | +25.2% | +15.5% |
| 6M | +20.7% | -20.5% | +41.2% | +30.0% |
| YTD | +31.3% | +39.4% | -8.1% | +7.2% |
| 1Y | +20.5% | +57.2% | -36.7% | -7.9% |
| 3Y | +72.6% | +13.9% | +58.8% | +44.9% |
| 5Y | -64.0% | -40.8% | -23.2% | -58.5% |
| 10Y | +601.8% | +276.2% | +325.6% | +226.8% |
| All | +554.0% | +438.5% | +115.5% | +171.9% |
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