+60.6%
DAR vs ESTC
+1.6%
+59.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -5.7% | -15.9% | +10.2% | -5.3% |
| 30D | -16.6% | -5.5% | -11.1% | -16.4% |
| 3M | -13.1% | +26.2% | -39.3% | -13.5% |
| 6M | -18.8% | +77.0% | -95.8% | -19.4% |
| YTD | +45.3% | +18.9% | +26.4% | +42.9% |
| 1Y | +60.6% | +1.3% | +59.3% | +59.5% |
| All | +60.6% | +1.6% | +59.1% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling