+1,682.6%
EL vs DAR
+517.7%
+1,164.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +0.8% | -9.9% | +10.7% | +1.4% |
| 30D | +16.5% | -16.4% | +32.9% | +17.8% |
| 3M | +29.2% | -17.1% | +46.2% | +30.4% |
| 6M | +27.9% | -20.5% | +48.4% | +29.4% |
| YTD | +6.2% | +39.4% | -33.2% | +3.3% |
| 1Y | +27.2% | +57.2% | -30.1% | +22.6% |
| 3Y | +3.2% | +13.9% | -10.6% | +1.3% |
| 5Y | -66.0% | -40.8% | -25.2% | -65.5% |
| 10Y | +58.3% | +276.2% | -217.9% | +45.3% |
| All | +1,682.6% | +517.7% | +1,164.9% | +1,489.1% |
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