-8.8%
DAR vs ESTC
-47.2%
+38.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +3.5% |
| 7D | -0.9% | -4.3% | +3.4% | -0.3% |
| 30D | +13.0% | +17.7% | -4.8% | +9.5% |
| 3M | +15.0% | +42.3% | -27.3% | +7.9% |
| 6M | +26.8% | +64.6% | -37.7% | +15.5% |
| YTD | +86.4% | +17.2% | +69.2% | +78.2% |
| 1Y | +115.1% | -4.2% | +119.3% | +111.8% |
| 3Y | +14.6% | +13.5% | +1.1% | +2.8% |
| 5Y | -8.8% | -45.5% | +36.8% | -17.1% |
| All | -8.8% | -47.2% | +38.4% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling