-18.4%
Z vs DAR
+13.0%
-31.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.1% | -7.6% | -10.1% |
| 7D | -2.3% | -8.1% | +5.8% | -0.8% |
| 30D | +9.4% | -17.1% | +26.5% | +12.8% |
| 3M | -16.1% | -12.3% | -3.8% | -15.1% |
| 6M | -30.4% | -21.8% | -8.6% | -27.9% |
| YTD | -55.6% | +40.8% | -96.4% | -61.3% |
| 1Y | -58.5% | +57.4% | -115.9% | -65.2% |
| All | -18.4% | +13.0% | -31.4% | -25.1% |
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 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