+2,861.9%
EAT vs DAR
+1,762.6%
+1,099.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.7% |
| 7D | 0.0% | +1.4% | -1.3% | -0.1% |
| 30D | +1.9% | +12.8% | -10.9% | +0.6% |
| 3M | +68.7% | +7.4% | +61.3% | +67.1% |
| 6M | +66.9% | +22.3% | +44.6% | +63.0% |
| YTD | +60.4% | +81.1% | -20.7% | +50.7% |
| 1Y | +44.0% | +106.5% | -62.5% | +33.2% |
| 3Y | +604.7% | +5.3% | +599.4% | +588.3% |
| 5Y | +347.0% | -11.5% | +358.6% | +342.3% |
| 10Y | +390.8% | +353.3% | +37.4% | +330.8% |
| All | +2,861.9% | +1,762.6% | +1,099.3% | +2,500.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling