+172.5%
DAR vs ESTC
+28.9%
+143.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +3.8% |
| 7D | -2.8% | -1.2% | -1.6% | -2.6% |
| 30D | -12.8% | -8.1% | -4.7% | -11.7% |
| 3M | -11.6% | +20.2% | -31.8% | -15.2% |
| 6M | -16.8% | +72.7% | -89.5% | -25.8% |
| YTD | +45.9% | +19.6% | +26.3% | +37.5% |
| 1Y | +61.5% | +0.3% | +61.2% | +56.8% |
| 3Y | +23.0% | +22.8% | +0.2% | +7.4% |
| 5Y | -35.8% | -50.9% | +15.0% | -36.7% |
| All | +172.5% | +28.9% | +143.5% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling