+104.0%
ED vs DAR
+367.0%
-263.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.7% |
| 7D | +0.5% | -0.9% | +1.4% | +0.6% |
| 30D | +1.1% | +13.0% | -11.9% | +0.1% |
| 3M | +4.6% | +15.0% | -10.3% | +3.4% |
| 6M | -2.0% | +26.8% | -28.8% | -4.0% |
| YTD | +11.7% | +86.4% | -74.7% | +6.1% |
| 1Y | +15.7% | +115.1% | -99.4% | +8.4% |
| 3Y | +34.4% | +14.6% | +19.7% | +31.7% |
| 5Y | +67.3% | -8.8% | +76.1% | +65.4% |
| 10Y | +104.0% | +356.5% | -252.5% | +63.7% |
| All | +104.0% | +367.0% | -263.0% | +63.7% |
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