-54.1%
Z vs DAR
-40.1%
-14.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.1% | -7.6% | -9.8% |
| 7D | -2.3% | -8.1% | +5.8% | 0.0% |
| 30D | +9.4% | -17.1% | +26.5% | +14.9% |
| 3M | -16.1% | -12.3% | -3.8% | -14.2% |
| 6M | -30.4% | -21.8% | -8.6% | -26.6% |
| YTD | -55.6% | +40.8% | -96.4% | -62.2% |
| 1Y | -58.5% | +57.4% | -115.9% | -66.2% |
| 3Y | -19.6% | +12.1% | -31.8% | -29.1% |
| 5Y | -54.1% | -40.2% | -13.9% | -54.4% |
| All | -54.1% | -40.1% | -14.0% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling