+143.0%
ED vs DAR
+307.1%
-164.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | 0.0% |
| 7D | -1.7% | +9.2% | -10.9% | -2.4% |
| 30D | +10.7% | -12.3% | +23.0% | +11.7% |
| 3M | +11.6% | -12.7% | +24.4% | +12.6% |
| 6M | +13.5% | -12.8% | +26.3% | +14.4% |
| YTD | +23.1% | +53.8% | -30.7% | +18.6% |
| 1Y | +23.1% | +60.3% | -37.2% | +18.1% |
| 3Y | +47.9% | +31.7% | +16.2% | +42.4% |
| 5Y | +83.9% | -27.7% | +111.6% | +85.4% |
| All | +143.0% | +307.1% | -164.0% | +99.1% |
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 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