+1,732.8%
EL vs DAR
+546.5%
+1,186.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.8% | +2.5% |
| 7D | +8.0% | -2.8% | +10.8% | +8.2% |
| 30D | +15.4% | -12.8% | +28.2% | +16.4% |
| 3M | +28.5% | -11.6% | +40.1% | +29.2% |
| 6M | +32.2% | -16.8% | +49.0% | +33.4% |
| YTD | +9.2% | +45.9% | -36.7% | +5.9% |
| 1Y | +30.8% | +61.5% | -30.7% | +25.9% |
| 3Y | +3.7% | +23.0% | -19.3% | +1.2% |
| 5Y | -64.8% | -35.8% | -28.9% | -64.5% |
| 10Y | +60.0% | +280.4% | -220.3% | +46.6% |
| All | +1,732.8% | +546.5% | +1,186.3% | +1,529.1% |
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 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