+2,176.6%
ED vs DAR
+1,334.0%
+842.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.4% |
| 7D | +1.6% | -9.9% | +11.6% | +1.9% |
| 30D | +13.3% | -16.4% | +29.7% | +13.7% |
| 3M | +9.7% | -17.1% | +26.8% | +10.1% |
| 6M | +12.8% | -20.5% | +33.3% | +13.3% |
| YTD | +22.3% | +39.4% | -17.1% | +21.3% |
| 1Y | +26.3% | +57.2% | -30.9% | +24.9% |
| 3Y | +45.0% | +13.9% | +31.2% | +43.9% |
| 5Y | +80.2% | -40.8% | +121.0% | +80.8% |
| 10Y | +129.9% | +276.2% | -146.4% | +121.5% |
| All | +2,176.6% | +1,334.0% | +842.6% | +2,087.2% |
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