+1,582.2%
EL vs DAR
+702.3%
+879.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.8% | +3.0% |
| 7D | +0.8% | +1.4% | -0.6% | +0.7% |
| 30D | +19.8% | +12.8% | +7.1% | +18.7% |
| 3M | +25.7% | +7.4% | +18.3% | +24.9% |
| 6M | +5.4% | +22.3% | -16.8% | +3.7% |
| YTD | +0.2% | +81.1% | -80.9% | -4.1% |
| 1Y | +20.4% | +106.5% | -86.1% | +14.2% |
| 3Y | -32.1% | +5.3% | -37.4% | -33.2% |
| 5Y | -67.2% | -11.5% | -55.6% | -67.5% |
| 10Y | +31.7% | +353.3% | -321.6% | +19.3% |
| All | +1,582.2% | +702.3% | +879.9% | +1,376.0% |
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 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