+45.5%
DE vs DAR
+114.0%
-68.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -3.0% | -0.2% | -2.9% | -3.0% |
| 30D | +11.1% | +7.4% | +3.7% | +10.1% |
| 3M | +17.6% | +15.7% | +1.9% | +15.1% |
| 6M | +13.6% | +30.0% | -16.4% | +9.2% |
| YTD | +46.3% | +87.5% | -41.3% | +33.8% |
| All | +45.5% | +114.0% | -68.5% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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