+24.7%
Z vs DAR
+408.9%
-384.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.8% |
| 7D | -3.0% | +1.4% | -4.4% | -3.6% |
| 30D | -4.2% | +12.8% | -17.0% | -9.0% |
| 3M | -3.7% | +7.4% | -11.1% | -7.4% |
| 6M | -24.5% | +22.3% | -46.8% | -31.5% |
| YTD | -49.3% | +81.1% | -130.4% | -60.9% |
| 1Y | -58.7% | +106.5% | -165.2% | -70.1% |
| 3Y | -34.1% | +5.3% | -39.4% | -40.2% |
| 5Y | -64.5% | -11.5% | -53.0% | -66.7% |
| 10Y | -0.5% | +353.3% | -353.8% | -54.7% |
| All | +24.7% | +408.9% | -384.2% | -46.5% |
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