+107.4%
DE vs DAR
-31.4%
+138.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.7% |
| 7D | +2.3% | +3.6% | -1.3% | +1.3% |
| 30D | +9.3% | -11.3% | +20.6% | +12.5% |
| 3M | +12.2% | -13.1% | +25.3% | +15.8% |
| 6M | +18.1% | -15.1% | +33.2% | +22.1% |
| YTD | +49.8% | +50.5% | -0.7% | +32.7% |
| 1Y | +46.4% | +57.9% | -11.5% | +27.7% |
| 3Y | +92.5% | +28.9% | +63.6% | +70.0% |
| 5Y | +107.4% | -31.4% | +138.8% | +121.6% |
| All | +107.4% | -31.4% | +138.8% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling