+115.1%
DAR vs ESTC
+0.7%
+114.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +3.0% |
| 7D | -0.9% | -4.3% | +3.4% | -0.8% |
| 30D | +13.0% | +17.7% | -4.8% | +12.8% |
| 3M | +15.0% | +42.3% | -27.3% | +15.4% |
| 6M | +26.8% | +64.6% | -37.7% | +27.6% |
| YTD | +86.4% | +17.2% | +69.2% | +82.4% |
| 1Y | +115.1% | -4.2% | +119.3% | +105.4% |
| All | +115.1% | +0.7% | +114.4% | +105.4% |
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