+37.2%
DAR vs ESTC
+14.8%
+22.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.2% |
| 7D | +11.6% | +2.4% | +9.2% | +11.3% |
| 30D | -10.2% | -4.2% | -6.0% | -9.9% |
| 3M | -14.8% | +2.5% | -17.3% | -15.5% |
| 6M | -10.1% | +81.5% | -91.6% | -16.1% |
| YTD | +55.5% | +16.8% | +38.7% | +51.3% |
| 1Y | +61.7% | -3.5% | +65.1% | +60.9% |
| 3Y | +37.2% | +17.7% | +19.4% | +29.3% |
| All | +37.2% | +14.8% | +22.4% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling