-66.0%
EL vs DAR
-41.1%
-24.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | +0.8% | -9.9% | +10.7% | +3.8% |
| 30D | +16.5% | -16.4% | +32.9% | +22.1% |
| 3M | +29.2% | -17.1% | +46.2% | +34.3% |
| 6M | +27.9% | -20.5% | +48.4% | +34.2% |
| YTD | +6.2% | +39.4% | -33.2% | -9.4% |
| 1Y | +27.2% | +57.2% | -30.1% | +3.6% |
| 3Y | +3.2% | +13.9% | -10.6% | -9.7% |
| All | -66.0% | -41.1% | -24.9% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling