+543.0%
XYZ vs DAR
+444.0%
+99.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -2.8% |
| 7D | +9.2% | -8.1% | +17.3% | +13.1% |
| 30D | +9.8% | -17.1% | +26.9% | +18.4% |
| 3M | -0.2% | -12.3% | +12.1% | +3.8% |
| 6M | +18.0% | -21.8% | +39.8% | +28.1% |
| YTD | +29.1% | +40.8% | -11.7% | +4.9% |
| 1Y | +14.1% | +57.4% | -43.2% | -12.7% |
| 3Y | +72.6% | +12.1% | +60.5% | +46.1% |
| 5Y | -64.6% | -40.2% | -24.4% | -59.4% |
| 10Y | +590.0% | +280.1% | +309.9% | +219.9% |
| All | +543.0% | +444.0% | +99.0% | +166.1% |
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