-20.4%
Z vs DAR
+11.9%
-32.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | -4.6% | -9.9% | +5.4% | -2.8% |
| 30D | +8.3% | -16.4% | +24.7% | +11.6% |
| 3M | -11.6% | -17.1% | +5.4% | -9.4% |
| 6M | -33.6% | -20.5% | -13.2% | -31.6% |
| YTD | -56.7% | +39.4% | -96.1% | -62.2% |
| 1Y | -59.1% | +57.2% | -116.4% | -65.7% |
| 3Y | -20.4% | +13.9% | -34.2% | -26.8% |
| All | -20.4% | +11.9% | -32.2% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling