+382.0%
EAT vs DAR
+367.0%
+15.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -4.7% |
| 7D | -4.9% | -0.9% | -4.0% | -4.6% |
| 30D | -1.2% | +13.0% | -14.2% | -7.3% |
| 3M | +52.2% | +15.0% | +37.3% | +40.6% |
| 6M | +65.0% | +26.8% | +38.2% | +44.1% |
| YTD | +55.0% | +86.4% | -31.4% | +12.2% |
| 1Y | +42.1% | +115.1% | -73.0% | -5.9% |
| 3Y | +614.7% | +14.6% | +600.1% | +508.5% |
| 5Y | +322.7% | -8.8% | +331.5% | +282.5% |
| 10Y | +382.0% | +356.5% | +25.5% | +68.3% |
| All | +382.0% | +367.0% | +15.0% | +68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling