+11.9%
DAR vs ESTC
+18.2%
-6.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.4% |
| 7D | +1.4% | -8.1% | +9.5% | +2.2% |
| 30D | +12.8% | +31.7% | -18.9% | +9.3% |
| 3M | +7.4% | +41.1% | -33.7% | +3.2% |
| 6M | +22.3% | +77.1% | -54.8% | +14.3% |
| YTD | +81.1% | +21.7% | +59.4% | +75.7% |
| 1Y | +106.5% | +8.4% | +98.1% | +102.2% |
| All | +11.9% | +18.2% | -6.3% | +3.4% |
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 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