+32.9%
DTE vs DAR
-8.0%
+40.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -0.5% | +7.4% | -8.0% | -1.2% |
| 3M | -6.0% | +15.7% | -21.7% | -7.3% |
| 6M | -7.2% | +30.0% | -37.2% | -9.6% |
| YTD | +7.2% | +87.5% | -80.4% | +0.9% |
| 1Y | +4.1% | +113.4% | -109.3% | -3.5% |
| 3Y | +46.9% | +15.3% | +31.6% | +42.9% |
| 5Y | +32.9% | -4.3% | +37.2% | +32.8% |
| All | +32.9% | -8.0% | +40.9% | +32.8% |
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