+98.2%
DE vs DAR
-8.0%
+106.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -3.0% | -0.2% | -2.9% | -3.0% |
| 30D | +11.1% | +7.4% | +3.7% | +8.9% |
| 3M | +17.6% | +15.7% | +1.9% | +12.6% |
| 6M | +13.6% | +30.0% | -16.4% | +5.2% |
| YTD | +46.3% | +87.5% | -41.3% | +22.6% |
| 1Y | +44.2% | +113.4% | -69.2% | +15.8% |
| 3Y | +76.6% | +15.3% | +61.3% | +64.9% |
| 5Y | +98.2% | -4.3% | +102.6% | +88.1% |
| All | +98.2% | -8.0% | +106.2% | +88.1% |
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